+4,407.5%
MU vs SO
+197.2%
+4,210.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | +12.8% | +1.4% | +11.4% | +12.6% |
| 30D | -14.9% | +4.7% | -19.6% | -15.6% |
| 3M | -18.0% | +1.7% | -19.7% | -18.4% |
| 6M | -3.1% | +2.2% | -5.3% | -4.1% |
| YTD | +172.9% | +10.0% | +162.9% | +164.4% |
| 1Y | +228.8% | +6.0% | +222.8% | +221.3% |
| 3Y | +950.8% | +54.1% | +896.7% | +785.1% |
| 5Y | +931.3% | +79.6% | +851.6% | +702.1% |
| All | +4,407.5% | +197.2% | +4,210.3% | +3,347.4% |
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