-83.7%
FIG vs M
+87.7%
-171.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +2.6% |
| 7D | -13.1% | -4.3% | -8.8% | -12.3% |
| 30D | -13.0% | +1.3% | -14.3% | -12.6% |
| 3M | -21.5% | -7.4% | -14.2% | -21.0% |
| 6M | -2.5% | +18.3% | -20.8% | -2.9% |
| YTD | -49.7% | +7.6% | -57.2% | -49.1% |
| 1Y | -59.1% | +17.4% | -76.5% | -59.9% |
| All | -83.7% | +87.7% | -171.4% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling