+855.4%
MU vs STT
+165.4%
+690.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.0% |
| 7D | -22.0% | -2.5% | -19.5% | -19.9% |
| 30D | -36.6% | -5.0% | -31.6% | -33.4% |
| 3M | -21.7% | -10.5% | -11.2% | -14.2% |
| 6M | +3.5% | +10.0% | -6.5% | -2.6% |
| YTD | +141.9% | +30.7% | +111.3% | +96.7% |
| 1Y | +189.8% | +43.8% | +146.1% | +118.7% |
| 3Y | +855.4% | +168.1% | +687.3% | +354.5% |
| All | +855.4% | +165.4% | +690.0% | +354.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling