+5,975.2%
MU vs SO
+154.8%
+5,820.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.2% |
| 7D | +9.0% | -0.2% | +9.1% | +9.0% |
| 30D | +13.8% | -4.6% | +18.4% | +14.8% |
| 3M | +2.1% | -3.0% | +5.1% | +2.2% |
| 6M | +153.8% | -8.3% | +162.1% | +156.5% |
| YTD | +256.4% | +3.5% | +252.9% | +249.4% |
| 1Y | +719.8% | -0.9% | +720.7% | +710.0% |
| 3Y | +1,360.4% | +45.4% | +1,315.0% | +1,139.8% |
| 5Y | +1,312.4% | +59.6% | +1,252.8% | +1,034.5% |
| All | +5,975.2% | +154.8% | +5,820.4% | +4,538.5% |
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