+231.7%
MU vs FFIV
+33.1%
+198.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.6% |
| 7D | +2.0% | -2.9% | +5.0% | +3.5% |
| 30D | -18.0% | -32.4% | +14.5% | -9.0% |
| 3M | -6.6% | -22.7% | +16.1% | -2.3% |
| 6M | +2.0% | -10.7% | +12.7% | +3.1% |
| YTD | +184.5% | +25.4% | +159.1% | +161.3% |
| All | +231.7% | +33.1% | +198.6% | +200.7% |
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