+847.8%
MU vs SO
+75.0%
+772.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +4.8% |
| 7D | -22.0% | -1.5% | -20.5% | -22.3% |
| 30D | -36.6% | +8.1% | -44.6% | -35.0% |
| 3M | -21.7% | +0.2% | -21.9% | -21.3% |
| 6M | +3.5% | +0.4% | +3.2% | +4.5% |
| YTD | +141.9% | +8.5% | +133.4% | +147.1% |
| 1Y | +189.8% | +4.9% | +184.9% | +195.1% |
| 3Y | +855.4% | +47.9% | +807.5% | +843.5% |
| All | +847.8% | +75.0% | +772.8% | +833.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling