+265.1%
MU vs ROST
+54.7%
+210.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.1% | -13.1% | -6.5% |
| 7D | -19.1% | +7.8% | -26.9% | -18.6% |
| 30D | -25.2% | +8.6% | -33.8% | -24.8% |
| 3M | -10.9% | -1.9% | -9.0% | -10.2% |
| 6M | +38.0% | +9.1% | +28.8% | +37.1% |
| YTD | +178.8% | +37.2% | +141.6% | +147.7% |
| 1Y | +265.1% | +52.7% | +212.4% | +214.4% |
| All | +265.1% | +54.7% | +210.5% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling