-83.2%
FIG vs MAS
+23.1%
-106.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.5% | -1.4% | +2.8% |
| 7D | -12.6% | +3.3% | -15.9% | -12.7% |
| 30D | -13.8% | +25.5% | -39.2% | -14.0% |
| 3M | -16.7% | +11.8% | -28.5% | -17.2% |
| 6M | -6.1% | +21.3% | -27.4% | -5.8% |
| YTD | -48.1% | +37.7% | -85.8% | -48.5% |
| 1Y | -56.2% | +41.0% | -97.2% | -56.7% |
| All | -83.2% | +23.1% | -106.4% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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