+871.5%
MU vs MA
+72.0%
+799.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -15.2% | +1.8% | -17.0% | -15.2% |
| 30D | -29.5% | +11.8% | -41.4% | -30.3% |
| 3M | -15.8% | +17.2% | -32.9% | -17.4% |
| 6M | -2.9% | +33.4% | -36.3% | -8.3% |
| YTD | +154.2% | +16.1% | +138.1% | +158.0% |
| 1Y | +186.6% | +19.9% | +166.7% | +184.5% |
| 3Y | +871.5% | +70.1% | +801.4% | +623.9% |
| All | +871.5% | +72.0% | +799.5% | +623.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling