-79.1%
FIG vs MS
+55.5%
-134.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.5% |
| 7D | -16.3% | +1.4% | -17.7% | -16.8% |
| 30D | -14.3% | -0.3% | -14.1% | -14.2% |
| 3M | +7.2% | +0.3% | +6.9% | +6.3% |
| 6M | -18.6% | +31.3% | -50.0% | -32.1% |
| YTD | -35.5% | +24.7% | -60.1% | -45.1% |
| 1Y | -55.8% | +47.9% | -103.7% | -65.6% |
| All | -79.1% | +55.5% | -134.6% | -83.5% |
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