+4,277.4%
MU vs SO
+188.2%
+4,089.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -15.2% | -0.1% | -15.1% | -15.2% |
| 30D | -29.5% | +8.7% | -38.2% | -30.6% |
| 3M | -15.8% | +3.4% | -19.1% | -16.4% |
| 6M | -2.9% | +3.7% | -6.6% | -4.2% |
| YTD | +154.2% | +10.0% | +144.2% | +146.4% |
| 1Y | +186.6% | +6.6% | +180.0% | +179.7% |
| 3Y | +871.5% | +52.5% | +819.0% | +721.8% |
| 5Y | +911.7% | +76.1% | +835.6% | +693.7% |
| 10Y | +4,277.4% | +194.9% | +4,082.5% | +3,249.7% |
| All | +4,277.4% | +188.2% | +4,089.2% | +3,249.7% |
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