+877.5%
MU vs SN
+659.6%
+217.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.2% |
| 7D | -22.0% | +7.2% | -29.2% | -23.9% |
| 30D | -36.6% | +20.4% | -57.0% | -40.7% |
| 3M | -21.7% | +23.9% | -45.6% | -28.0% |
| 6M | +3.5% | +93.0% | -89.5% | -19.6% |
| YTD | +141.9% | +99.2% | +42.7% | +85.3% |
| 1Y | +189.8% | +142.6% | +47.2% | +107.7% |
| 3Y | +855.4% | +398.8% | +456.6% | +543.8% |
| All | +877.5% | +659.6% | +217.9% | +563.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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