+6,300.9%
MU vs RSG
+2,275.9%
+4,025.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.2% | +11.6% |
| 7D | +2.0% | +1.6% | +0.4% | +1.2% |
| 30D | -18.0% | +13.5% | -31.4% | -22.9% |
| 3M | -6.6% | +16.3% | -22.9% | -13.4% |
| 6M | +2.0% | +26.9% | -24.8% | -11.0% |
| YTD | +184.5% | +19.1% | +165.4% | +152.1% |
| 1Y | +236.9% | +21.8% | +215.0% | +194.3% |
| 3Y | +987.0% | +63.5% | +923.5% | +710.1% |
| 5Y | +1,014.6% | +98.6% | +916.0% | +645.1% |
| 10Y | +4,609.2% | +444.4% | +4,164.8% | +1,866.0% |
| All | +6,300.9% | +2,275.9% | +4,025.0% | +1,576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling