+847.8%
MU vs MSCI
+3.6%
+844.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +5.9% |
| 7D | -22.0% | +2.8% | -24.8% | -22.8% |
| 30D | -36.6% | +15.4% | -52.0% | -39.8% |
| 3M | -21.7% | +13.4% | -35.1% | -25.4% |
| 6M | +3.5% | +10.9% | -7.4% | -3.6% |
| YTD | +141.9% | +13.0% | +129.0% | +122.2% |
| 1Y | +189.8% | +12.0% | +177.8% | +166.9% |
| 3Y | +855.4% | +34.1% | +821.3% | +667.1% |
| All | +847.8% | +3.6% | +844.3% | +728.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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