+957.9%
MU vs FISV
-38.6%
+996.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.3% |
| 7D | +21.6% | -2.0% | +23.6% | +21.8% |
| 30D | -16.2% | +31.8% | -48.0% | -18.3% |
| 3M | -12.4% | +19.3% | -31.6% | -13.8% |
| 6M | +4.2% | +12.1% | -7.9% | +2.4% |
| YTD | +180.0% | -8.4% | +188.4% | +185.1% |
| 1Y | +226.4% | -4.5% | +230.9% | +228.4% |
| 3Y | +969.7% | -49.4% | +1,019.1% | +969.4% |
| 5Y | +957.9% | -39.0% | +996.9% | +801.5% |
| All | +957.9% | -38.6% | +996.6% | +801.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling