+847.8%
MU vs ROST
+103.5%
+744.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.9% |
| 7D | -22.0% | +1.2% | -23.2% | -22.4% |
| 30D | -36.6% | +2.5% | -39.0% | -37.4% |
| 3M | -21.7% | -9.0% | -12.8% | -18.9% |
| 6M | +3.5% | +1.3% | +2.2% | +0.5% |
| YTD | +141.9% | +29.1% | +112.9% | +107.7% |
| 1Y | +189.8% | +45.4% | +144.4% | +133.9% |
| 3Y | +855.4% | +94.9% | +760.5% | +558.4% |
| All | +847.8% | +103.5% | +744.4% | +453.3% |
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 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