+995.4%
MU vs FIS
-37.3%
+1,032.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.7% | +5.2% | +12.1% |
| 7D | +2.0% | +1.5% | +0.5% | +1.9% |
| 30D | -18.0% | -11.8% | -6.1% | -17.8% |
| 3M | -6.6% | -28.5% | +22.0% | -8.2% |
| 6M | +2.0% | -27.0% | +29.1% | +0.8% |
| YTD | +184.5% | -53.1% | +237.6% | +215.4% |
| 1Y | +236.9% | -52.8% | +289.6% | +272.4% |
| All | +995.4% | -37.3% | +1,032.7% | +882.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling