+4,407.5%
MU vs RSG
+452.6%
+3,954.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | +2.5% | +10.3% | +12.1% |
| 30D | -14.9% | +12.7% | -27.6% | -18.1% |
| 3M | -18.0% | +17.9% | -36.0% | -22.5% |
| 6M | -3.1% | +25.0% | -28.1% | -12.1% |
| YTD | +172.9% | +20.8% | +152.1% | +147.7% |
| 1Y | +228.8% | +24.3% | +204.6% | +192.6% |
| 3Y | +950.8% | +65.3% | +885.6% | +659.1% |
| 5Y | +931.3% | +99.1% | +832.2% | +541.1% |
| All | +4,407.5% | +452.6% | +3,954.9% | +1,152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling