+265.1%
MU vs TRU
+2.1%
+263.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.6% | -11.6% | -4.9% |
| 7D | -19.1% | +10.5% | -29.6% | -15.1% |
| 30D | -25.2% | +28.7% | -53.9% | -15.8% |
| 3M | -10.9% | +0.7% | -11.6% | -10.0% |
| 6M | +38.0% | +19.3% | +18.7% | +51.4% |
| YTD | +178.8% | -3.7% | +182.6% | +197.6% |
| 1Y | +265.1% | +3.4% | +261.7% | +295.5% |
| All | +265.1% | +2.1% | +263.0% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling