+1,315.7%
MU vs ROST
+111.8%
+1,203.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +9.0% | +0.9% | +8.0% | +8.5% |
| 30D | +13.8% | -8.9% | +22.7% | +18.2% |
| 3M | +2.1% | -0.8% | +2.9% | +1.1% |
| 6M | +153.8% | +8.5% | +145.3% | +138.8% |
| YTD | +256.4% | +28.6% | +227.8% | +207.5% |
| 1Y | +719.8% | +52.3% | +667.4% | +547.4% |
| 3Y | +1,360.4% | +94.8% | +1,265.5% | +910.3% |
| All | +1,315.7% | +111.8% | +1,203.9% | +739.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling