+2.0%
MU vs RSG
+25.7%
-23.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.2% | +13.6% |
| 7D | +2.0% | +1.6% | +0.4% | +6.8% |
| 30D | -18.0% | +13.5% | -31.4% | +13.8% |
| 3M | -6.6% | +16.3% | -22.9% | +39.8% |
| 6M | +2.0% | +26.9% | -24.8% | +114.1% |
| All | +2.0% | +25.7% | -23.6% | +114.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling