+437.5%
MU vs FRMI
-78.6%
+516.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -4.4% |
| 7D | +2.0% | +10.9% | -8.9% | -0.4% |
| 30D | +12.5% | -24.3% | +36.8% | +18.4% |
| 3M | +9.6% | -21.8% | +31.4% | +13.8% |
| 6M | +142.6% | -33.0% | +175.6% | +152.6% |
| YTD | +242.7% | -32.6% | +275.3% | +253.6% |
| All | +437.5% | -78.6% | +516.0% | +554.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling