+1,803.7%
MU vs FTI
+1,715.2%
+88.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.5% | +5.9% |
| 7D | -12.0% | -4.3% | -7.7% | -9.9% |
| 30D | -28.7% | -8.0% | -20.7% | -25.7% |
| 3M | -16.4% | -8.0% | -8.4% | -13.1% |
| 6M | -1.8% | -8.7% | +6.9% | +2.2% |
| YTD | +157.1% | +43.9% | +113.2% | +118.5% |
| 1Y | +208.5% | +49.8% | +158.7% | +157.3% |
| 3Y | +906.2% | +211.7% | +694.5% | +500.2% |
| 5Y | +893.4% | +781.6% | +111.8% | +234.9% |
| 10Y | +4,271.9% | +180.2% | +4,091.7% | +1,866.2% |
| All | +1,803.7% | +1,715.2% | +88.5% | +115.8% |
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