+3,971.9%
MU vs FIS
-54.4%
+4,026.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.4% | +6.0% |
| 7D | -22.0% | -25.5% | +3.5% | -14.1% |
| 30D | -36.6% | -15.1% | -21.5% | -33.9% |
| 3M | -21.7% | -32.1% | +10.4% | -11.5% |
| 6M | +3.5% | -36.1% | +39.6% | +16.1% |
| YTD | +141.9% | -55.4% | +197.3% | +220.4% |
| 1Y | +189.8% | -53.9% | +243.7% | +277.2% |
| 3Y | +855.4% | -39.8% | +895.1% | +930.8% |
| 5Y | +869.2% | -71.1% | +940.3% | +1,427.6% |
| All | +3,971.9% | -54.4% | +4,026.4% | +5,023.0% |
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