+1,245.2%
MU vs RSG
+89.9%
+1,155.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | 0.0% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | +7.0% | +4.0% | +3.1% | +8.0% |
| 3M | -2.1% | +7.4% | -9.4% | -0.5% |
| 6M | +133.1% | +0.1% | +133.0% | +138.2% |
| YTD | +241.9% | +6.0% | +235.9% | +246.2% |
| 1Y | +548.8% | -3.0% | +551.7% | +568.9% |
| 3Y | +1,308.2% | +56.5% | +1,251.7% | +1,160.8% |
| All | +1,245.2% | +89.9% | +1,155.3% | +1,019.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling