+719.8%
MU vs FTI
+108.8%
+611.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +9.0% | +5.3% | +3.7% | +6.6% |
| 30D | +13.8% | +15.3% | -1.5% | +7.5% |
| 3M | +2.1% | +15.8% | -13.7% | -3.9% |
| 6M | +153.8% | +22.6% | +131.2% | +128.9% |
| YTD | +256.4% | +79.5% | +176.8% | +182.8% |
| 1Y | +719.8% | +102.0% | +617.7% | +525.7% |
| All | +719.8% | +108.8% | +611.0% | +525.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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