-83.2%
FIG vs MS
+37.0%
-120.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | +3.4% | +5.1% | -1.7% | +1.0% |
| 30D | -9.5% | +5.7% | -15.1% | -10.9% |
| 3M | -26.2% | -12.2% | -14.0% | -21.9% |
| 6M | +2.7% | -0.5% | +3.2% | +0.3% |
| YTD | -48.0% | +9.8% | -57.8% | -53.2% |
| 1Y | -52.0% | +17.7% | -69.8% | -59.3% |
| All | -83.2% | +37.0% | -120.1% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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