-83.2%
FIG vs MP
-35.3%
-47.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.5% |
| 7D | +3.4% | +9.5% | -6.1% | +2.7% |
| 30D | -9.5% | -3.0% | -6.5% | -9.4% |
| 3M | -26.2% | -30.4% | +4.2% | -24.9% |
| 6M | +2.7% | -39.2% | +41.9% | +5.4% |
| YTD | -48.0% | -23.3% | -24.7% | -47.6% |
| 1Y | -52.0% | -32.6% | -19.4% | -51.3% |
| All | -83.2% | -35.3% | -47.9% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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