-80.3%
FIG vs MS
+54.4%
-134.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.4% |
| 7D | -16.4% | +2.5% | -18.8% | -17.2% |
| 30D | -2.3% | 0.0% | -2.3% | -2.4% |
| 3M | +7.8% | +2.4% | +5.4% | +5.5% |
| 6M | -21.8% | +36.4% | -58.2% | -36.3% |
| YTD | -39.1% | +23.8% | -62.9% | -48.1% |
| 1Y | -56.6% | +48.6% | -105.3% | -65.9% |
| All | -80.3% | +54.4% | -134.7% | -84.4% |
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