-80.8%
FIG vs MAS
+24.0%
-104.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.6% | -0.4% | +5.0% |
| 7D | -4.7% | +14.2% | -18.8% | -4.9% |
| 30D | +0.5% | +26.8% | -26.3% | +0.3% |
| 3M | -18.4% | +13.1% | -31.5% | -18.9% |
| 6M | +10.9% | +27.9% | -17.1% | +11.0% |
| YTD | -40.8% | +38.7% | -79.4% | -41.3% |
| 1Y | -51.7% | +40.4% | -92.1% | -52.3% |
| All | -80.8% | +24.0% | -104.8% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling