+822.0%
MU vs MSCI
+4.3%
+817.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.7% | -14.7% | -16.5% |
| 7D | -29.7% | +6.0% | -35.8% | -31.1% |
| 30D | -37.2% | +18.2% | -55.4% | -40.9% |
| 3M | -26.5% | +15.1% | -41.6% | -30.3% |
| 6M | +2.6% | +13.7% | -11.2% | -5.3% |
| YTD | +130.1% | +15.6% | +114.5% | +109.8% |
| 1Y | +176.7% | +16.3% | +160.4% | +151.1% |
| 3Y | +813.1% | +36.9% | +776.2% | +628.9% |
| 5Y | +822.0% | +6.3% | +815.7% | +697.4% |
| All | +822.0% | +4.3% | +817.6% | +697.4% |
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