+106,206.6%
MU vs ROST
+70,186.2%
+36,020.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +9.0% | +0.9% | +8.0% | +8.7% |
| 30D | +13.8% | -8.9% | +22.7% | +16.5% |
| 3M | +2.1% | -0.8% | +2.9% | +1.6% |
| 6M | +153.8% | +8.5% | +145.3% | +145.5% |
| YTD | +256.4% | +28.6% | +227.8% | +228.5% |
| 1Y | +719.8% | +52.3% | +667.4% | +619.4% |
| 3Y | +1,360.4% | +94.8% | +1,265.5% | +1,093.0% |
| 5Y | +1,312.4% | +110.8% | +1,201.7% | +1,012.8% |
| 10Y | +6,142.6% | +304.5% | +5,838.0% | +4,008.1% |
| All | +106,206.6% | +70,186.2% | +36,020.4% | +26,439.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling