+732.0%
MU vs FGI
-70.3%
+802.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | 0.0% | -17.4% | -17.5% |
| 7D | -29.7% | -11.6% | -18.2% | -29.6% |
| 30D | -37.2% | -3.3% | -33.9% | -37.2% |
| 3M | -26.5% | +65.6% | -92.1% | -27.8% |
| 6M | +2.6% | -2.8% | +5.3% | +1.1% |
| YTD | +130.1% | +30.1% | +100.0% | +123.1% |
| 1Y | +176.7% | +50.2% | +126.5% | +168.6% |
| 3Y | +813.1% | -0.4% | +813.5% | +795.6% |
| All | +732.0% | -70.3% | +802.3% | +732.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling