+228.8%
MU vs FIGR
-30.4%
+259.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -15.2% |
| 3M | -18.0% | -20.9% | +2.8% | -15.0% |
| 6M | -3.1% | -37.7% | +34.6% | +3.2% |
| YTD | +172.9% | -38.2% | +211.1% | +173.5% |
| 1Y | +228.8% | -27.1% | +255.9% | +212.1% |
| All | +228.8% | -30.4% | +259.3% | +212.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling