+228.8%
MU vs RSG
+24.9%
+204.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | +2.5% | +10.3% | +18.5% |
| 30D | -14.9% | +12.7% | -27.6% | +10.5% |
| 3M | -18.0% | +17.9% | -36.0% | +18.0% |
| 6M | -3.1% | +25.0% | -28.1% | +64.2% |
| YTD | +172.9% | +20.8% | +152.1% | +362.7% |
| 1Y | +228.8% | +24.3% | +204.6% | +491.4% |
| All | +228.8% | +24.9% | +204.0% | +491.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling