+1,514.2%
MU vs SPOT
+267.2%
+1,247.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +11.8% |
| 7D | +2.0% | -3.0% | +5.0% | +3.0% |
| 30D | -18.0% | +15.2% | -33.1% | -21.9% |
| 3M | -6.6% | +21.6% | -28.2% | -13.3% |
| 6M | +2.0% | +45.2% | -43.2% | -12.1% |
| YTD | +184.5% | +4.9% | +179.6% | +166.8% |
| 1Y | +236.9% | -4.8% | +241.6% | +227.4% |
| 3Y | +987.0% | +256.3% | +730.7% | +542.8% |
| 5Y | +1,014.6% | +120.2% | +894.5% | +615.5% |
| All | +1,514.2% | +267.2% | +1,247.0% | +581.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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