-79.1%
FIG vs MAS
+3.8%
-82.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -4.3% |
| 7D | -16.3% | -0.8% | -15.6% | -16.3% |
| 30D | -14.3% | -5.6% | -8.8% | -14.5% |
| 3M | +7.2% | +4.4% | +2.7% | +7.6% |
| 6M | -18.6% | +7.2% | -25.8% | -18.2% |
| YTD | -35.5% | +16.1% | -51.6% | -35.7% |
| 1Y | -55.8% | +0.1% | -55.9% | -57.2% |
| All | -79.1% | +3.8% | -82.9% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling