-58.5%
FIG vs MKTX
-10.6%
-48.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.8% | +4.8% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | -2.3% | +0.7% | -3.0% | -2.5% |
| 3M | +20.0% | +40.8% | -20.8% | +5.5% |
| 6M | -16.7% | -8.0% | -8.7% | -6.9% |
| YTD | -37.9% | -8.7% | -29.2% | -31.9% |
| 1Y | -58.5% | -11.8% | -46.7% | -50.4% |
| All | -58.5% | -10.6% | -48.0% | -50.4% |
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