+1,691.7%
MU vs FTI
+1,702.1%
-10.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +3.7% |
| 7D | -22.0% | -7.6% | -14.4% | -18.8% |
| 30D | -36.6% | -7.1% | -29.4% | -34.2% |
| 3M | -21.7% | -8.7% | -13.0% | -18.3% |
| 6M | +3.5% | -14.0% | +17.5% | +10.5% |
| YTD | +141.9% | +42.8% | +99.1% | +106.3% |
| 1Y | +189.8% | +50.4% | +139.5% | +141.3% |
| 3Y | +855.4% | +194.1% | +661.3% | +484.1% |
| 5Y | +869.2% | +775.2% | +94.0% | +227.7% |
| 10Y | +4,142.8% | +189.2% | +3,953.6% | +1,773.8% |
| All | +1,691.7% | +1,702.1% | -10.5% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling