+1,049.3%
MU vs SN
+673.1%
+376.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +11.8% |
| 7D | +2.0% | +3.5% | -1.5% | +1.0% |
| 30D | -18.0% | +19.4% | -37.4% | -23.0% |
| 3M | -6.6% | +20.9% | -27.5% | -13.2% |
| 6M | +2.0% | +111.1% | -109.1% | -23.1% |
| YTD | +184.5% | +102.8% | +81.7% | +116.7% |
| 1Y | +236.9% | +146.2% | +90.7% | +140.1% |
| 3Y | +987.0% | +441.4% | +545.5% | +630.3% |
| All | +1,049.3% | +673.1% | +376.2% | +675.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling