+4,271.9%
MU vs SO
+184.0%
+4,087.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +4.9% | +6.0% |
| 7D | -12.0% | -1.1% | -10.9% | -11.9% |
| 30D | -28.7% | +8.6% | -37.3% | -29.8% |
| 3M | -16.4% | +1.8% | -18.2% | -16.8% |
| 6M | -1.8% | +3.6% | -5.4% | -3.1% |
| YTD | +157.1% | +9.9% | +147.1% | +149.1% |
| 1Y | +208.5% | +5.7% | +202.8% | +201.6% |
| 3Y | +906.2% | +52.5% | +853.7% | +750.8% |
| 5Y | +893.4% | +77.3% | +816.1% | +676.6% |
| 10Y | +4,271.9% | +186.8% | +4,085.1% | +3,234.3% |
| All | +4,271.9% | +184.0% | +4,087.9% | +3,234.3% |
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