+938.6%
MU vs SN
+681.9%
+256.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.3% | +5.3% |
| 7D | -12.0% | +7.6% | -19.7% | -14.2% |
| 30D | -28.7% | +24.1% | -52.8% | -34.0% |
| 3M | -16.4% | +23.7% | -40.2% | -23.0% |
| 6M | -1.8% | +105.5% | -107.3% | -25.3% |
| YTD | +157.1% | +105.1% | +52.0% | +95.0% |
| 1Y | +208.5% | +148.3% | +60.2% | +119.4% |
| 3Y | +906.2% | +438.7% | +467.5% | +572.8% |
| All | +938.6% | +681.9% | +256.7% | +597.9% |
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