-80.8%
FIG vs MO
+20.0%
-100.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.7% |
| 7D | -12.2% | -1.0% | -11.2% | -12.3% |
| 30D | -11.0% | +5.8% | -16.8% | -10.8% |
| 3M | +11.9% | -4.5% | +16.4% | +11.9% |
| 6M | -21.9% | +5.7% | -27.6% | -19.1% |
| YTD | -40.8% | +23.1% | -63.9% | -34.9% |
| 1Y | -56.6% | +10.9% | -67.5% | -56.7% |
| All | -80.8% | +20.0% | -100.8% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling