-59.1%
FIG vs MS
+12.8%
-71.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.3% |
| 7D | -13.1% | -1.6% | -11.6% | -11.6% |
| 30D | -13.0% | -3.8% | -9.2% | -10.9% |
| 3M | -21.5% | -14.6% | -6.9% | -16.1% |
| 6M | -2.5% | -5.1% | +2.6% | -3.0% |
| YTD | -49.7% | +4.5% | -54.2% | -54.3% |
| 1Y | -59.1% | +13.5% | -72.6% | -67.0% |
| All | -59.1% | +12.8% | -71.8% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling