+2.7%
FIG vs MO
+15.4%
-12.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.6% |
| 7D | +3.4% | +3.3% | +0.1% | +2.8% |
| 30D | -9.5% | +7.5% | -17.0% | -10.5% |
| 3M | -26.2% | +22.8% | -49.0% | -29.5% |
| 6M | +2.7% | +13.4% | -10.7% | +5.2% |
| All | +2.7% | +15.4% | -12.7% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling