+1,002.6%
MU vs SN
+671.3%
+331.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.4% | -3.5% |
| 7D | +12.8% | +1.5% | +11.3% | +12.2% |
| 30D | -14.9% | +21.5% | -36.4% | -20.6% |
| 3M | -18.0% | +20.0% | -38.1% | -23.7% |
| 6M | -3.1% | +119.9% | -123.0% | -28.0% |
| YTD | +172.9% | +102.3% | +70.6% | +107.9% |
| 1Y | +228.8% | +148.0% | +80.9% | +133.7% |
| 3Y | +950.8% | +450.0% | +500.8% | +606.8% |
| All | +1,002.6% | +671.3% | +331.3% | +644.0% |
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