+719.8%
MU vs FIS
-37.2%
+757.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +5.5% |
| 7D | +9.0% | +1.1% | +7.9% | +9.7% |
| 30D | +13.8% | -2.2% | +16.0% | +12.4% |
| 3M | +2.1% | +2.1% | -0.1% | +6.6% |
| 6M | +153.8% | -14.7% | +168.5% | +161.0% |
| YTD | +256.4% | -35.7% | +292.1% | +292.7% |
| 1Y | +719.8% | -37.1% | +756.8% | +817.1% |
| All | +719.8% | -37.2% | +757.0% | +817.1% |
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