+599.3%
MU vs FISV
-64.0%
+663.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.8% |
| 7D | +2.0% | -7.2% | +9.2% | +0.3% |
| 30D | +12.5% | -7.2% | +19.7% | +10.7% |
| 3M | +9.6% | -8.2% | +17.8% | +9.4% |
| 6M | +142.6% | -17.7% | +160.3% | +140.5% |
| YTD | +242.7% | -27.2% | +269.8% | +239.6% |
| 1Y | +599.3% | -63.0% | +662.2% | +598.7% |
| All | +599.3% | -64.0% | +663.3% | +598.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling