+829.9%
MU vs SN
+639.7%
+190.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.0% | -16.5% | -17.1% |
| 7D | -29.7% | +3.8% | -33.6% | -30.7% |
| 30D | -37.2% | +17.5% | -54.8% | -40.8% |
| 3M | -26.5% | +19.2% | -45.7% | -31.5% |
| 6M | +2.6% | +84.9% | -82.4% | -19.2% |
| YTD | +130.1% | +94.0% | +36.1% | +77.8% |
| 1Y | +176.7% | +151.3% | +25.4% | +95.7% |
| 3Y | +813.1% | +387.1% | +426.0% | +520.7% |
| All | +829.9% | +639.7% | +190.1% | +536.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling