+2,539.3%
MU vs FTI
+2,165.1%
+374.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +9.0% | +5.3% | +3.7% | +6.5% |
| 30D | +13.8% | +15.3% | -1.5% | +6.8% |
| 3M | +2.1% | +15.8% | -13.7% | -4.2% |
| 6M | +153.8% | +22.6% | +131.2% | +130.6% |
| YTD | +256.4% | +79.5% | +176.8% | +174.0% |
| 1Y | +719.8% | +102.0% | +617.7% | +494.9% |
| 3Y | +1,360.4% | +315.8% | +1,044.5% | +659.0% |
| 5Y | +1,312.4% | +1,129.5% | +182.9% | +304.7% |
| 10Y | +6,142.6% | +320.9% | +5,821.6% | +2,184.6% |
| All | +2,539.3% | +2,165.1% | +374.1% | +170.7% |
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