-57.4%
FIG vs MAR
+48.9%
-106.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -14.3% | +1.0% | -15.3% | -14.4% |
| 30D | -13.6% | +16.2% | -29.8% | -15.6% |
| 3M | -23.7% | +23.1% | -46.8% | -26.2% |
| 6M | -5.4% | +22.0% | -27.3% | -10.1% |
| YTD | -49.2% | +39.2% | -88.4% | -55.1% |
| 1Y | -57.4% | +48.3% | -105.6% | -62.8% |
| All | -57.4% | +48.9% | -106.3% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling