+3.5%
MU vs FIG
-2.8%
+6.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +5.5% |
| 7D | -22.0% | -13.1% | -8.9% | -24.2% |
| 30D | -36.6% | -13.0% | -23.6% | -38.1% |
| 3M | -21.7% | -21.5% | -0.2% | -25.2% |
| 6M | +3.5% | -2.5% | +6.0% | +20.4% |
| All | +3.5% | -2.8% | +6.3% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling