+6,169.9%
MU vs ROST
+299.2%
+5,870.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.5% | +3.6% |
| 7D | +7.5% | -2.2% | +9.7% | +8.6% |
| 30D | +19.4% | -11.4% | +30.8% | +25.8% |
| 3M | +9.8% | -1.6% | +11.5% | +9.1% |
| 6M | +164.1% | +6.8% | +157.3% | +150.2% |
| YTD | +260.3% | +25.8% | +234.5% | +214.5% |
| 1Y | +661.2% | +52.4% | +608.8% | +502.3% |
| 3Y | +1,380.8% | +94.4% | +1,286.5% | +927.2% |
| 5Y | +1,346.4% | +108.2% | +1,238.2% | +833.9% |
| 10Y | +6,169.9% | +308.5% | +5,861.4% | +2,750.3% |
| All | +6,169.9% | +299.2% | +5,870.8% | +2,750.3% |
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