+6,203.4%
MU vs PSKY
-63.1%
+6,266.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.8% | -0.8% | -3.9% |
| 7D | -14.6% | -24.6% | +10.0% | -6.6% |
| 30D | -4.9% | -36.1% | +31.3% | +9.3% |
| 3M | +37.3% | -34.6% | +71.9% | +51.5% |
| 6M | +92.3% | -40.5% | +132.8% | +119.1% |
| YTD | +208.1% | -47.7% | +255.8% | +257.2% |
| 1Y | +334.4% | -58.4% | +392.8% | +442.8% |
| 3Y | +1,184.5% | -40.7% | +1,225.2% | +1,077.4% |
| 5Y | +1,230.0% | -80.0% | +1,310.0% | +1,692.9% |
| 10Y | +5,162.1% | -84.4% | +5,246.5% | +6,040.1% |
| All | +6,203.4% | -63.1% | +6,266.5% | +3,448.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling