+4,609.2%
MU vs FIS
-52.2%
+4,661.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.7% | +5.2% | +9.4% |
| 7D | +2.0% | +1.5% | +0.5% | +1.6% |
| 30D | -18.0% | -11.8% | -6.1% | -15.5% |
| 3M | -6.6% | -28.5% | +22.0% | +3.8% |
| 6M | +2.0% | -27.0% | +29.1% | +9.2% |
| YTD | +184.5% | -53.1% | +237.6% | +270.2% |
| 1Y | +236.9% | -52.8% | +289.6% | +336.8% |
| 3Y | +987.0% | -37.5% | +1,024.4% | +1,062.2% |
| 5Y | +1,014.6% | -71.1% | +1,085.7% | +1,693.2% |
| 10Y | +4,609.2% | -52.0% | +4,661.2% | +5,609.4% |
| All | +4,609.2% | -52.2% | +4,661.4% | +5,609.4% |
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