+5,975.2%
MU vs FIS
-37.3%
+6,012.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.5% |
| 7D | +9.0% | +1.1% | +7.9% | +8.5% |
| 30D | +13.8% | -2.2% | +16.0% | +14.5% |
| 3M | +2.1% | +2.1% | -0.1% | -1.5% |
| 6M | +153.8% | -14.7% | +168.5% | +160.8% |
| YTD | +256.4% | -35.7% | +292.1% | +319.7% |
| 1Y | +719.8% | -37.1% | +756.8% | +872.0% |
| 3Y | +1,360.4% | -20.0% | +1,380.4% | +1,362.3% |
| 5Y | +1,312.4% | -62.1% | +1,374.5% | +2,005.5% |
| All | +5,975.2% | -37.3% | +6,012.6% | +6,739.1% |
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 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