+189.8%
MU vs FFIV
+28.8%
+161.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.0% | +5.5% |
| 7D | -12.0% | -2.1% | -10.0% | -11.0% |
| 30D | -28.7% | -33.8% | +5.0% | -20.2% |
| 3M | -16.4% | -20.6% | +4.2% | -13.7% |
| 6M | -1.8% | -10.2% | +8.4% | -1.0% |
| YTD | +157.1% | +24.5% | +132.6% | +134.1% |
| All | +189.8% | +28.8% | +161.0% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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