+1,362.4%
MU vs SO
+45.7%
+1,316.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +5.6% |
| 7D | +9.0% | -0.2% | +9.1% | +8.9% |
| 30D | +13.8% | -4.6% | +18.4% | +10.5% |
| 3M | +2.1% | -3.0% | +5.1% | +0.8% |
| 6M | +153.8% | -8.3% | +162.1% | +145.0% |
| YTD | +256.4% | +3.5% | +252.9% | +266.1% |
| 1Y | +719.8% | -0.9% | +720.7% | +725.8% |
| All | +1,362.4% | +45.7% | +1,316.7% | +1,494.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling