+11,182.6%
MU vs MSCI
+2,756.4%
+8,426.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.3% |
| 7D | +9.0% | +0.4% | +8.6% | +8.7% |
| 30D | +13.8% | +0.6% | +13.3% | +13.1% |
| 3M | +2.1% | -7.1% | +9.2% | +2.6% |
| 6M | +153.8% | +0.8% | +153.0% | +140.9% |
| YTD | +256.4% | +1.0% | +255.4% | +237.0% |
| 1Y | +719.8% | +4.3% | +715.4% | +651.0% |
| 3Y | +1,360.4% | +9.9% | +1,350.4% | +1,152.0% |
| 5Y | +1,312.4% | -6.8% | +1,319.2% | +1,191.8% |
| 10Y | +6,142.6% | +614.7% | +5,527.9% | +1,494.0% |
| All | +11,182.6% | +2,756.4% | +8,426.2% | +1,104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling