+5,731.6%
MU vs TNA
+86.1%
+5,645.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -4.1% | -7.3% | +3.2% | -1.1% |
| 30D | +7.0% | -14.2% | +21.2% | +13.9% |
| 3M | -2.1% | -4.6% | +2.5% | +0.8% |
| 6M | +133.1% | +36.9% | +96.1% | +107.8% |
| YTD | +241.9% | +42.5% | +199.4% | +198.6% |
| 1Y | +548.8% | +45.8% | +503.0% | +458.7% |
| 3Y | +1,308.2% | +104.7% | +1,203.5% | +864.5% |
| 5Y | +1,260.7% | -21.7% | +1,282.4% | +1,092.8% |
| All | +5,731.6% | +86.1% | +5,645.6% | +2,944.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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