+228.8%
MU vs MA
+18.9%
+210.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -1.6% |
| 7D | +12.8% | +1.3% | +11.5% | +13.8% |
| 30D | -14.9% | +9.6% | -24.5% | -8.4% |
| 3M | -18.0% | +16.8% | -34.8% | -7.5% |
| 6M | -3.1% | +35.2% | -38.3% | +21.4% |
| YTD | +172.9% | +16.6% | +156.3% | +255.9% |
| 1Y | +228.8% | +19.8% | +209.1% | +329.8% |
| All | +228.8% | +18.9% | +210.0% | +329.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling