+4,277.4%
MU vs FIS
-55.6%
+4,332.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -15.2% | -27.4% | +12.2% | -5.5% |
| 30D | -29.5% | -16.8% | -12.7% | -26.0% |
| 3M | -15.8% | -32.6% | +16.9% | -4.5% |
| 6M | -2.9% | -33.4% | +30.5% | +7.5% |
| YTD | +154.2% | -56.0% | +210.3% | +238.4% |
| 1Y | +186.6% | -55.1% | +241.7% | +277.1% |
| 3Y | +871.5% | -41.4% | +912.9% | +962.6% |
| 5Y | +911.7% | -72.7% | +984.3% | +1,553.8% |
| 10Y | +4,277.4% | -55.5% | +4,332.8% | +5,444.8% |
| All | +4,277.4% | -55.6% | +4,332.9% | +5,444.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling