+6,169.9%
MU vs FTI
+297.7%
+5,872.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +7.5% | -2.3% | +9.8% | +8.3% |
| 30D | +19.4% | +5.0% | +14.3% | +17.6% |
| 3M | +9.8% | +13.8% | -4.0% | +5.2% |
| 6M | +164.1% | +22.9% | +141.3% | +146.0% |
| YTD | +260.3% | +75.0% | +185.3% | +200.0% |
| 1Y | +661.2% | +96.9% | +564.3% | +508.3% |
| 3Y | +1,380.8% | +276.7% | +1,104.1% | +865.7% |
| 5Y | +1,346.4% | +1,157.0% | +189.4% | +516.5% |
| 10Y | +6,169.9% | +310.7% | +5,859.2% | +3,160.2% |
| All | +6,169.9% | +297.7% | +5,872.3% | +3,160.2% |
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