+4,609.2%
MU vs MA
+574.5%
+4,034.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.7% |
| 7D | +2.0% | -1.8% | +3.8% | +3.6% |
| 30D | -18.0% | +11.0% | -29.0% | -24.1% |
| 3M | -6.6% | +17.9% | -24.4% | -17.7% |
| 6M | +2.0% | +33.2% | -31.1% | -19.8% |
| YTD | +184.5% | +16.5% | +168.0% | +143.9% |
| 1Y | +236.9% | +19.1% | +217.8% | +183.2% |
| 3Y | +987.0% | +70.6% | +916.4% | +576.6% |
| 5Y | +1,014.6% | +92.1% | +922.5% | +523.5% |
| 10Y | +4,609.2% | +569.6% | +4,039.6% | +694.1% |
| All | +4,609.2% | +574.5% | +4,034.7% | +694.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling