+7,919.3%
MU vs RSG
+2,015.2%
+5,904.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.6% |
| 7D | +9.0% | +0.3% | +8.7% | +8.8% |
| 30D | +13.8% | +7.6% | +6.2% | +10.0% |
| 3M | +2.1% | +7.4% | -5.3% | -2.9% |
| 6M | +153.8% | -3.3% | +157.1% | +150.0% |
| YTD | +256.4% | +6.0% | +250.4% | +235.2% |
| 1Y | +719.8% | -3.7% | +723.4% | +699.2% |
| 3Y | +1,360.4% | +59.1% | +1,301.3% | +1,005.5% |
| 5Y | +1,312.4% | +89.0% | +1,223.4% | +867.7% |
| 10Y | +6,142.6% | +412.5% | +5,730.1% | +2,597.2% |
| All | +7,919.3% | +2,015.2% | +5,904.1% | +2,128.9% |
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