+4,277.4%
MU vs ROST
+317.2%
+3,960.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -15.2% | +3.2% | -18.4% | -16.4% |
| 30D | -29.5% | +7.4% | -37.0% | -32.1% |
| 3M | -15.8% | -6.1% | -9.7% | -13.9% |
| 6M | -2.9% | +6.2% | -9.1% | -8.0% |
| YTD | +154.2% | +33.4% | +120.8% | +115.3% |
| 1Y | +186.6% | +48.8% | +137.8% | +129.6% |
| 3Y | +871.5% | +99.5% | +771.9% | +565.9% |
| 5Y | +911.7% | +112.7% | +799.0% | +547.3% |
| 10Y | +4,277.4% | +316.4% | +3,960.9% | +2,001.5% |
| All | +4,277.4% | +317.2% | +3,960.2% | +2,001.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling