+855.4%
MU vs FTI
+191.5%
+663.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +3.3% |
| 7D | -22.0% | -7.6% | -14.4% | -17.9% |
| 30D | -36.6% | -7.1% | -29.4% | -33.6% |
| 3M | -21.7% | -8.7% | -13.0% | -17.3% |
| 6M | +3.5% | -14.0% | +17.5% | +12.4% |
| YTD | +141.9% | +42.8% | +99.1% | +94.8% |
| 1Y | +189.8% | +50.4% | +139.5% | +126.1% |
| 3Y | +855.4% | +194.1% | +661.3% | +428.0% |
| All | +855.4% | +191.5% | +663.9% | +428.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling