+359.1%
MU vs FIGR
-36.9%
+395.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.7% | -3.6% | +3.2% |
| 7D | -22.0% | +5.3% | -27.3% | -22.7% |
| 30D | -36.6% | -17.9% | -18.7% | -33.9% |
| 3M | -21.7% | -20.5% | -1.2% | -18.6% |
| 6M | +3.5% | -40.2% | +43.7% | +12.5% |
| YTD | +141.9% | -44.4% | +186.3% | +153.1% |
| 1Y | +189.8% | -36.3% | +226.2% | +193.3% |
| All | +359.1% | -36.9% | +395.9% | +362.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling