+417.8%
MU vs FIGR
-29.9%
+447.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.1% |
| 7D | +12.8% | +11.0% | +1.8% | +10.2% |
| 30D | -14.9% | +0.7% | -15.5% | -15.1% |
| 3M | -18.0% | -20.9% | +2.8% | -14.9% |
| 6M | -3.1% | -37.7% | +34.6% | +3.8% |
| YTD | +172.9% | -38.2% | +211.1% | +178.8% |
| 1Y | +228.8% | -27.1% | +255.9% | +222.1% |
| All | +417.8% | -29.9% | +447.8% | +408.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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