+818.0%
MU vs FIG
-73.2%
+891.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.1% | -2.1% |
| 7D | +7.2% | -16.4% | +23.5% | +5.7% |
| 30D | +14.0% | -2.3% | +16.3% | +14.0% |
| 3M | +5.4% | +7.8% | -2.4% | +7.5% |
| 6M | +170.3% | -21.8% | +192.1% | +180.6% |
| YTD | +250.7% | -39.1% | +289.8% | +275.6% |
| 1Y | +662.1% | -56.6% | +718.7% | +738.9% |
| All | +818.0% | -73.2% | +891.2% | +870.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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