+732.8%
MU vs S
-52.7%
+785.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.8% |
| 7D | -22.0% | -13.4% | -8.6% | -19.3% |
| 30D | -36.6% | -14.0% | -22.6% | -34.3% |
| 3M | -21.7% | +4.9% | -26.6% | -23.1% |
| 6M | +3.5% | +42.0% | -38.5% | -6.2% |
| YTD | +141.9% | +45.1% | +96.8% | +116.2% |
| 1Y | +189.8% | +33.1% | +156.8% | +163.3% |
| 3Y | +855.4% | +40.6% | +814.7% | +742.3% |
| 5Y | +869.2% | -67.5% | +936.6% | +876.6% |
| All | +732.8% | -52.7% | +785.5% | +700.7% |
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