-79.1%
FIG vs MP
-8.9%
-70.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.4% |
| 7D | -16.3% | -2.9% | -13.5% | -16.2% |
| 30D | -14.3% | +13.8% | -28.1% | -14.9% |
| 3M | +7.2% | -16.7% | +23.8% | +8.4% |
| 6M | -18.6% | -11.5% | -7.1% | -18.3% |
| YTD | -35.5% | +7.9% | -43.4% | -36.0% |
| 1Y | -55.8% | -15.0% | -40.8% | -54.3% |
| All | -79.1% | -8.9% | -70.2% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling