+839.4%
MU vs S
-51.7%
+891.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +12.8% | +2.0% | +10.8% | +12.3% |
| 30D | -14.9% | -2.7% | -12.1% | -14.0% |
| 3M | -18.0% | -6.9% | -11.2% | -17.3% |
| 6M | -3.1% | +38.1% | -41.2% | -11.7% |
| YTD | +172.9% | +48.0% | +124.9% | +142.9% |
| 1Y | +228.8% | +34.5% | +194.4% | +198.1% |
| 3Y | +950.8% | +38.3% | +912.5% | +829.7% |
| 5Y | +931.3% | -70.9% | +1,002.2% | +945.5% |
| All | +839.4% | -51.7% | +891.1% | +799.5% |
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