-79.9%
FIG vs MO
+20.3%
-100.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | -3.8% | +0.1% | -4.0% | -3.8% |
| 30D | -2.3% | +7.1% | -9.5% | -2.0% |
| 3M | +20.0% | -2.0% | +21.9% | +20.8% |
| 6M | -16.7% | +7.3% | -24.0% | -13.4% |
| YTD | -37.9% | +23.5% | -61.4% | -31.8% |
| 1Y | -58.5% | +11.0% | -69.5% | -58.5% |
| All | -79.9% | +20.3% | -100.3% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling