+911.7%
MU vs MA
+93.9%
+817.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -15.2% | +1.8% | -17.0% | -15.8% |
| 30D | -29.5% | +11.8% | -41.4% | -33.6% |
| 3M | -15.8% | +17.2% | -32.9% | -22.9% |
| 6M | -2.9% | +33.4% | -36.3% | -19.0% |
| YTD | +154.2% | +16.1% | +138.1% | +130.9% |
| 1Y | +186.6% | +19.9% | +166.7% | +153.6% |
| 3Y | +871.5% | +70.1% | +801.4% | +541.5% |
| 5Y | +911.7% | +89.6% | +822.0% | +500.4% |
| All | +911.7% | +93.9% | +817.8% | +500.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling