+1,821.0%
MU vs FIS
+229.2%
+1,591.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.4% | +6.4% |
| 7D | -22.0% | -25.5% | +3.5% | -10.1% |
| 30D | -36.6% | -15.1% | -21.5% | -32.7% |
| 3M | -21.7% | -32.1% | +10.4% | -6.5% |
| 6M | +3.5% | -36.1% | +39.6% | +21.6% |
| YTD | +141.9% | -55.4% | +197.3% | +246.5% |
| 1Y | +189.8% | -53.9% | +243.7% | +306.7% |
| 3Y | +855.4% | -39.8% | +895.1% | +980.4% |
| 5Y | +869.2% | -71.1% | +940.3% | +1,511.7% |
| 10Y | +4,142.8% | -53.8% | +4,196.7% | +4,898.3% |
| All | +1,821.0% | +229.2% | +1,591.8% | +632.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling