+465.1%
MU vs FRMI
-78.0%
+543.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +5.9% | +3.4% |
| 7D | +7.5% | +15.9% | -8.4% | +4.0% |
| 30D | +19.4% | -6.0% | +25.3% | +19.3% |
| 3M | +9.8% | -1.6% | +11.4% | +9.1% |
| 6M | +164.1% | -30.7% | +194.8% | +173.1% |
| YTD | +260.3% | -30.9% | +291.2% | +269.7% |
| All | +465.1% | -78.0% | +543.1% | +584.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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