-80.3%
FIG vs M
+81.0%
-161.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -5.6% |
| 7D | -16.4% | +2.4% | -18.7% | -16.4% |
| 30D | -2.3% | -11.6% | +9.3% | -1.8% |
| 3M | +7.8% | +1.6% | +6.2% | +7.6% |
| 6M | -21.8% | +25.2% | -47.1% | -22.8% |
| YTD | -39.1% | +3.8% | -42.9% | -38.6% |
| 1Y | -56.6% | +36.3% | -93.0% | -60.4% |
| All | -80.3% | +81.0% | -161.4% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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