+76,578.9%
MU vs ROST
+72,248.4%
+4,330.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +5.5% |
| 7D | -12.0% | +2.8% | -14.8% | -12.7% |
| 30D | -28.7% | +6.6% | -35.3% | -30.1% |
| 3M | -16.4% | -7.0% | -9.5% | -15.1% |
| 6M | -1.8% | +5.4% | -7.2% | -4.5% |
| YTD | +157.1% | +32.4% | +124.7% | +134.6% |
| 1Y | +208.5% | +48.4% | +160.1% | +172.5% |
| 3Y | +906.2% | +99.5% | +806.7% | +715.9% |
| 5Y | +893.4% | +109.9% | +783.5% | +682.5% |
| 10Y | +4,271.9% | +315.5% | +3,956.3% | +2,749.5% |
| All | +76,578.9% | +72,248.4% | +4,330.5% | +18,856.9% |
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