+5,731.6%
MU vs NTRS
+259.9%
+5,471.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -4.1% | +1.4% | -5.4% | -5.0% |
| 30D | +7.0% | -0.7% | +7.7% | +7.3% |
| 3M | -2.1% | +11.3% | -13.4% | -9.0% |
| 6M | +133.1% | +35.5% | +97.5% | +89.3% |
| YTD | +241.9% | +40.6% | +201.3% | +170.2% |
| 1Y | +548.8% | +49.2% | +499.5% | +391.2% |
| 3Y | +1,308.2% | +167.2% | +1,141.0% | +612.8% |
| 5Y | +1,260.7% | +94.9% | +1,165.8% | +725.9% |
| All | +5,731.6% | +259.9% | +5,471.7% | +2,448.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling