+583.7%
MU vs FIGR
+5.9%
+577.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.8% |
| 7D | +7.5% | +14.9% | -7.4% | +4.4% |
| 30D | +19.4% | +32.3% | -12.9% | +12.0% |
| 3M | +9.8% | +34.8% | -25.0% | +2.4% |
| 6M | +164.1% | +16.8% | +147.4% | +150.0% |
| YTD | +260.3% | -6.7% | +267.0% | +239.6% |
| All | +583.7% | +5.9% | +577.8% | +519.9% |
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