-84.0%
FIG vs MAS
+19.7%
-103.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.4% | -13.2% | -16.4% |
| 7D | -17.4% | +4.6% | -21.9% | -17.3% |
| 30D | -15.9% | +19.9% | -35.8% | -15.9% |
| 3M | -34.5% | +8.9% | -43.4% | -34.7% |
| 6M | -5.0% | +20.2% | -25.2% | -4.6% |
| YTD | -50.7% | +33.9% | -84.5% | -50.9% |
| 1Y | -58.1% | +34.7% | -92.8% | -58.5% |
| All | -84.0% | +19.7% | -103.7% | -84.1% |
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