+3.5%
MU vs FIS
-37.0%
+40.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.4% | +4.0% |
| 7D | -22.0% | -25.5% | +3.5% | -31.8% |
| 30D | -36.6% | -15.1% | -21.5% | -34.9% |
| 3M | -21.7% | -32.1% | +10.4% | -39.9% |
| 6M | +3.5% | -36.1% | +39.6% | -19.3% |
| All | +3.5% | -37.0% | +40.5% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling