+4,609.2%
MU vs STT
+203.9%
+4,405.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +10.9% |
| 7D | +2.0% | +0.4% | +1.6% | +2.4% |
| 30D | -18.0% | -0.4% | -17.5% | -17.1% |
| 3M | -6.6% | -6.5% | -0.1% | -2.1% |
| 6M | +2.0% | +17.2% | -15.1% | -6.7% |
| YTD | +184.5% | +38.2% | +146.3% | +133.5% |
| 1Y | +236.9% | +49.3% | +187.6% | +164.1% |
| 3Y | +987.0% | +181.9% | +805.0% | +480.5% |
| 5Y | +1,014.6% | +106.9% | +907.7% | +587.6% |
| 10Y | +4,609.2% | +203.1% | +4,406.1% | +2,236.7% |
| All | +4,609.2% | +203.9% | +4,405.3% | +2,236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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