+928.3%
MU vs FGI
-68.3%
+996.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.9% | +6.0% | +11.8% |
| 7D | +2.0% | +6.9% | -4.9% | +1.9% |
| 30D | -18.0% | +3.9% | -21.9% | -18.0% |
| 3M | -6.6% | +74.3% | -80.9% | -8.3% |
| 6M | +2.0% | +28.9% | -26.9% | +0.3% |
| YTD | +184.5% | +39.1% | +145.3% | +175.5% |
| 1Y | +236.9% | +49.3% | +187.5% | +226.7% |
| 3Y | +987.0% | +5.7% | +981.2% | +965.8% |
| All | +928.3% | -68.3% | +996.6% | +927.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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