+231.7%
MU vs MA
+18.7%
+212.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +12.1% |
| 7D | +2.0% | -1.8% | +3.8% | +0.4% |
| 30D | -18.0% | +11.0% | -29.0% | -11.1% |
| 3M | -6.6% | +17.9% | -24.4% | +5.8% |
| 6M | +2.0% | +33.2% | -31.1% | +27.3% |
| YTD | +184.5% | +16.5% | +168.0% | +270.7% |
| All | +231.7% | +18.7% | +212.9% | +331.7% |
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