+265.1%
MU vs FIS
-50.5%
+315.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -23.7% | +16.7% | -15.0% |
| 7D | -19.1% | -18.4% | -0.7% | -22.5% |
| 30D | -25.2% | -11.4% | -13.9% | -24.4% |
| 3M | -10.9% | -32.0% | +21.1% | -23.7% |
| 6M | +38.0% | -35.6% | +73.6% | +25.9% |
| YTD | +178.8% | -53.8% | +232.6% | +197.1% |
| 1Y | +265.1% | -51.1% | +316.2% | +266.3% |
| All | +265.1% | -50.5% | +315.7% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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