-83.9%
FIG vs MAR
+61.4%
-145.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.6% | -4.4% |
| 7D | -11.4% | +2.9% | -14.3% | -11.7% |
| 30D | -17.2% | +17.0% | -34.2% | -18.9% |
| 3M | -26.6% | +23.2% | -49.8% | -28.7% |
| 6M | -9.8% | +21.7% | -31.6% | -13.4% |
| YTD | -50.1% | +38.9% | -89.0% | -54.3% |
| 1Y | -58.1% | +48.7% | -106.7% | -62.1% |
| All | -83.9% | +61.4% | -145.3% | -85.8% |
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 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