-83.9%
FIG vs MS
+34.8%
-118.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -11.4% | +0.8% | -12.2% | -11.0% |
| 30D | -17.2% | -0.7% | -16.5% | -16.4% |
| 3M | -26.6% | -12.4% | -14.3% | -22.3% |
| 6M | -9.8% | -1.7% | -8.1% | -11.5% |
| YTD | -50.1% | +8.0% | -58.2% | -54.8% |
| 1Y | -58.1% | +16.2% | -74.3% | -64.1% |
| All | -83.9% | +34.8% | -118.6% | -86.4% |
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