+4,277.4%
MU vs FTI
+178.7%
+4,098.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -15.2% | -3.3% | -11.9% | -13.9% |
| 30D | -29.5% | -7.2% | -22.3% | -27.5% |
| 3M | -15.8% | -12.9% | -2.9% | -11.5% |
| 6M | -2.9% | -7.9% | +5.0% | -0.1% |
| YTD | +154.2% | +45.2% | +109.1% | +125.5% |
| 1Y | +186.6% | +48.1% | +138.5% | +152.3% |
| 3Y | +871.5% | +205.0% | +666.5% | +581.6% |
| 5Y | +911.7% | +838.8% | +72.9% | +376.1% |
| 10Y | +4,277.4% | +174.8% | +4,102.6% | +2,382.2% |
| All | +4,277.4% | +178.7% | +4,098.7% | +2,382.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling