+640.8%
MU vs FIS
-40.9%
+681.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -5.0% |
| 7D | +7.2% | -3.5% | +10.6% | +5.1% |
| 30D | +14.0% | -7.8% | +21.8% | +8.8% |
| 3M | +5.4% | +0.8% | +4.6% | +7.7% |
| 6M | +170.3% | -21.9% | +192.2% | +169.0% |
| YTD | +250.7% | -39.5% | +290.2% | +273.1% |
| All | +640.8% | -40.9% | +681.7% | +695.7% |
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