-84.0%
FIG vs MP
-43.7%
-40.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -6.0% | -10.6% | -16.3% |
| 7D | -17.4% | -19.0% | +1.6% | -16.3% |
| 30D | -15.9% | -30.5% | +14.6% | -14.1% |
| 3M | -34.5% | -29.6% | -4.9% | -33.2% |
| 6M | -5.0% | -50.4% | +45.4% | -1.1% |
| YTD | -50.7% | -33.2% | -17.4% | -49.8% |
| 1Y | -58.1% | -38.6% | -19.5% | -56.9% |
| All | -84.0% | -43.7% | -40.4% | -81.3% |
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