+1,245.2%
MU vs NTRS
+93.2%
+1,152.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -4.1% | +1.4% | -5.4% | -4.9% |
| 30D | +7.0% | -0.7% | +7.7% | +7.3% |
| 3M | -2.1% | +11.3% | -13.4% | -8.4% |
| 6M | +133.1% | +35.5% | +97.5% | +92.8% |
| YTD | +241.9% | +40.6% | +201.3% | +175.9% |
| 1Y | +548.8% | +49.2% | +499.5% | +403.6% |
| 3Y | +1,308.2% | +167.2% | +1,141.0% | +668.7% |
| All | +1,245.2% | +93.2% | +1,152.0% | +808.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling