+640.8%
MU vs TRU
-15.9%
+656.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -2.5% |
| 7D | +7.2% | -7.2% | +14.4% | +4.6% |
| 30D | +14.0% | -2.8% | +16.8% | +13.1% |
| 3M | +5.4% | +13.0% | -7.6% | +9.4% |
| 6M | +170.3% | +0.7% | +169.6% | +179.5% |
| YTD | +250.7% | -9.0% | +259.7% | +268.0% |
| All | +640.8% | -15.9% | +656.7% | +692.3% |
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