-80.3%
FIG vs MAR
+23.9%
-104.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -5.4% |
| 7D | -16.4% | -1.7% | -14.6% | -16.2% |
| 30D | -2.3% | -6.9% | +4.6% | -1.7% |
| 3M | +7.8% | -15.8% | +23.6% | +9.8% |
| 6M | -21.8% | +1.9% | -23.8% | -25.9% |
| YTD | -39.1% | +6.6% | -45.7% | -42.3% |
| 1Y | -56.6% | +23.7% | -80.3% | -60.5% |
| All | -80.3% | +23.9% | -104.2% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling