+3,971.9%
MU vs SO
+177.2%
+3,794.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +5.3% |
| 7D | -22.0% | -1.5% | -20.5% | -21.9% |
| 30D | -36.6% | +8.1% | -44.6% | -37.5% |
| 3M | -21.7% | +0.2% | -21.9% | -21.9% |
| 6M | +3.5% | +0.4% | +3.2% | +2.7% |
| YTD | +141.9% | +8.5% | +133.4% | +134.9% |
| 1Y | +189.8% | +4.9% | +184.9% | +183.5% |
| 3Y | +855.4% | +47.9% | +807.5% | +714.6% |
| 5Y | +869.2% | +75.7% | +793.5% | +657.7% |
| All | +3,971.9% | +177.2% | +3,794.8% | +2,998.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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