+5,778.3%
MU vs USFR
+28.1%
+5,750.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.2% | +0.1% | +7.1% | +7.1% |
| 30D | +14.0% | +0.3% | +13.7% | +13.7% |
| 3M | +5.4% | +1.0% | +4.4% | +4.4% |
| 6M | +170.3% | +1.9% | +168.4% | +165.2% |
| YTD | +250.7% | +2.7% | +248.0% | +241.3% |
| 1Y | +662.1% | +4.0% | +658.1% | +632.6% |
| 3Y | +1,341.2% | +14.0% | +1,327.2% | +1,175.5% |
| 5Y | +1,319.3% | +20.4% | +1,298.9% | +1,101.5% |
| 10Y | +5,778.3% | +28.1% | +5,750.2% | +4,968.9% |
| All | +5,778.3% | +28.1% | +5,750.2% | +4,968.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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