+1,362.4%
MU vs FGI
-4.4%
+1,366.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.5% | -1.4% | +6.0% |
| 7D | +9.0% | +0.5% | +8.4% | +9.0% |
| 30D | +13.8% | +65.4% | -51.6% | +12.8% |
| 3M | +2.1% | +23.5% | -21.4% | +1.1% |
| 6M | +153.8% | +60.5% | +93.3% | +149.0% |
| YTD | +256.4% | +30.0% | +226.4% | +249.5% |
| 1Y | +719.8% | +82.1% | +637.7% | +715.2% |
| All | +1,362.4% | -4.4% | +1,366.8% | +1,394.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling