+775.2%
MU vs S
-49.1%
+824.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -15.2% | +1.4% | -16.6% | -15.2% |
| 30D | -29.5% | -10.8% | -18.7% | -27.6% |
| 3M | -15.8% | +5.4% | -21.2% | -17.3% |
| 6M | -2.9% | +41.2% | -44.1% | -11.8% |
| YTD | +154.2% | +56.2% | +98.0% | +123.5% |
| 1Y | +186.6% | +36.3% | +150.3% | +159.2% |
| 3Y | +871.5% | +49.4% | +822.1% | +745.1% |
| 5Y | +911.7% | -66.9% | +978.6% | +906.6% |
| All | +775.2% | -49.1% | +824.2% | +728.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling