-55.8%
FIG vs MKTX
-8.5%
-47.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -16.3% | +0.4% | -16.7% | -16.4% |
| 30D | -14.3% | +1.1% | -15.4% | -14.5% |
| 3M | +7.2% | +36.1% | -29.0% | -4.2% |
| 6M | -18.6% | -12.9% | -5.8% | -5.6% |
| YTD | -35.5% | -8.5% | -26.9% | -28.2% |
| 1Y | -55.8% | -7.5% | -48.2% | -51.8% |
| All | -55.8% | -8.5% | -47.3% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling