+5,744.5%
MU vs FISV
-2.2%
+5,746.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.1% |
| 7D | +2.0% | -7.2% | +9.2% | +4.4% |
| 30D | +12.5% | -7.2% | +19.7% | +14.9% |
| 3M | +9.6% | -8.2% | +17.8% | +9.9% |
| 6M | +142.6% | -17.7% | +160.3% | +149.4% |
| YTD | +242.7% | -27.2% | +269.8% | +266.9% |
| 1Y | +599.3% | -63.0% | +662.2% | +832.4% |
| 3Y | +1,308.3% | -59.8% | +1,368.0% | +1,528.9% |
| 5Y | +1,263.7% | -55.8% | +1,319.5% | +1,336.0% |
| All | +5,744.5% | -2.2% | +5,746.7% | +3,442.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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