+1,341.2%
MU vs RSG
+55.3%
+1,285.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -2.0% |
| 7D | +7.2% | -0.7% | +7.9% | +6.6% |
| 30D | +14.0% | +3.3% | +10.7% | +16.9% |
| 3M | +5.4% | +8.5% | -3.1% | +12.4% |
| 6M | +170.3% | -3.5% | +173.8% | +184.6% |
| YTD | +250.7% | +5.5% | +245.2% | +272.8% |
| 1Y | +662.1% | -1.7% | +663.8% | +716.9% |
| 3Y | +1,341.2% | +56.9% | +1,284.3% | +1,470.4% |
| All | +1,341.2% | +55.3% | +1,285.9% | +1,470.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling