-80.8%
FIG vs MKTX
-19.9%
-61.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -12.2% | -0.2% | -12.1% | -12.2% |
| 30D | -11.0% | +0.8% | -11.8% | -11.1% |
| 3M | +11.9% | +41.1% | -29.3% | +1.7% |
| 6M | -21.9% | -9.5% | -12.4% | -18.4% |
| YTD | -40.8% | -8.7% | -32.1% | -39.3% |
| 1Y | -56.6% | -10.0% | -46.7% | -57.8% |
| All | -80.8% | -19.9% | -61.0% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling