+1,371.2%
MU vs ROST
+97.0%
+1,274.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +9.0% | +0.9% | +8.0% | +8.6% |
| 30D | +13.8% | -8.9% | +22.7% | +17.6% |
| 3M | +2.1% | -0.8% | +2.9% | +1.2% |
| 6M | +153.8% | +8.5% | +145.3% | +137.9% |
| YTD | +256.4% | +28.6% | +227.8% | +203.8% |
| 1Y | +719.8% | +52.3% | +667.4% | +533.9% |
| All | +1,371.2% | +97.0% | +1,274.3% | +888.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling