+104,499.0%
MU vs MAS
+1,393.2%
+103,105.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.4% |
| 7D | +7.2% | +1.0% | +6.2% | +6.7% |
| 30D | +14.0% | -8.1% | +22.1% | +18.6% |
| 3M | +5.4% | +3.3% | +2.1% | +3.1% |
| 6M | +170.3% | +12.4% | +157.8% | +153.2% |
| YTD | +250.7% | +13.3% | +237.4% | +224.2% |
| 1Y | +662.1% | -4.7% | +666.8% | +662.5% |
| 3Y | +1,341.2% | +33.0% | +1,308.3% | +1,108.0% |
| 5Y | +1,319.3% | +33.9% | +1,285.5% | +1,075.9% |
| 10Y | +5,778.3% | +135.4% | +5,642.9% | +3,550.0% |
| All | +104,499.0% | +1,393.2% | +103,105.8% | +21,034.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MAS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling