-80.9%
FIG vs MKSI
+176.9%
-257.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.2% | -3.1% |
| 7D | -14.5% | +6.6% | -21.1% | -13.8% |
| 30D | -13.3% | -8.2% | -5.1% | -14.1% |
| 3M | +7.4% | -16.4% | +23.8% | +2.7% |
| 6M | -27.8% | +23.0% | -50.8% | -35.5% |
| YTD | -41.1% | +68.2% | -109.3% | -52.4% |
| 1Y | -58.7% | +148.6% | -207.3% | -66.1% |
| All | -80.9% | +176.9% | -257.8% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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