+719.8%
MU vs ROST
+54.0%
+665.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.1% |
| 7D | +9.0% | +0.9% | +8.0% | +8.9% |
| 30D | +13.8% | -8.9% | +22.7% | +14.5% |
| 3M | +2.1% | -0.8% | +2.9% | +1.9% |
| 6M | +153.8% | +8.5% | +145.3% | +142.1% |
| YTD | +256.4% | +28.6% | +227.8% | +218.3% |
| 1Y | +719.8% | +52.3% | +667.4% | +582.4% |
| All | +719.8% | +54.0% | +665.8% | +582.4% |
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