+1,116.8%
MU vs PSKY
-44.4%
+1,161.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.8% | -0.8% | -5.6% |
| 7D | -14.6% | -24.6% | +10.0% | -14.3% |
| 30D | -4.9% | -36.1% | +31.3% | -4.6% |
| 3M | +37.3% | -34.6% | +71.9% | +37.1% |
| 6M | +92.3% | -40.5% | +132.8% | +92.7% |
| YTD | +208.1% | -47.7% | +255.8% | +211.1% |
| 1Y | +334.4% | -58.4% | +392.8% | +345.0% |
| All | +1,116.8% | -44.4% | +1,161.3% | +1,092.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling