+1,307.7%
MU vs TNA
-18.8%
+1,326.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | +7.2% | +4.1% | +3.1% | +5.3% |
| 30D | +14.0% | -7.6% | +21.6% | +18.0% |
| 3M | +5.4% | +8.1% | -2.7% | +3.2% |
| 6M | +170.3% | +49.0% | +121.3% | +132.3% |
| YTD | +250.7% | +51.7% | +198.9% | +197.7% |
| 1Y | +662.1% | +59.6% | +602.5% | +530.9% |
| 3Y | +1,341.2% | +118.9% | +1,222.3% | +865.3% |
| All | +1,307.7% | -18.8% | +1,326.4% | +1,095.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling