+4,063.5%
MU vs MA
+17,925.8%
-13,862.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.5% | -15.0% | -15.9% |
| 7D | -29.7% | +3.2% | -32.9% | -31.2% |
| 30D | -37.2% | +15.9% | -53.2% | -43.1% |
| 3M | -26.5% | +15.2% | -41.7% | -33.6% |
| 6M | +2.6% | +32.4% | -29.8% | -17.1% |
| YTD | +130.1% | +15.6% | +114.5% | +100.7% |
| 1Y | +176.7% | +19.3% | +157.4% | +135.9% |
| 3Y | +813.1% | +73.0% | +740.1% | +506.7% |
| 5Y | +822.0% | +93.7% | +728.2% | +466.5% |
| 10Y | +3,936.2% | +575.0% | +3,361.2% | +1,056.1% |
| All | +4,063.5% | +17,925.8% | -13,862.3% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling