+4,524.1%
MU vs FISV
+22.0%
+4,502.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.5% |
| 7D | +21.6% | -2.0% | +23.6% | +22.4% |
| 30D | -16.2% | +31.8% | -48.0% | -23.7% |
| 3M | -12.4% | +19.3% | -31.6% | -18.0% |
| 6M | +4.2% | +12.1% | -7.9% | -3.3% |
| YTD | +180.0% | -8.4% | +188.4% | +176.5% |
| 1Y | +226.4% | -4.5% | +230.9% | +215.9% |
| 3Y | +969.7% | -49.4% | +1,019.1% | +1,041.5% |
| 5Y | +957.9% | -39.0% | +996.9% | +870.2% |
| All | +4,524.1% | +22.0% | +4,502.1% | +2,446.7% |
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