-84.0%
FIG vs MS
+31.1%
-115.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -5.9% | -10.7% | -13.8% |
| 7D | -17.4% | -3.4% | -14.0% | -15.5% |
| 30D | -15.9% | -3.9% | -12.0% | -13.8% |
| 3M | -34.5% | -15.9% | -18.6% | -29.2% |
| 6M | -5.0% | -2.5% | -2.6% | -6.9% |
| YTD | -50.7% | +5.1% | -55.8% | -54.7% |
| 1Y | -58.1% | +13.0% | -71.1% | -63.7% |
| All | -84.0% | +31.1% | -115.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling