-84.0%
FIG vs MSCI
+19.9%
-104.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.7% | -13.9% | -14.5% |
| 7D | -17.4% | +6.0% | -23.4% | -20.7% |
| 30D | -15.9% | +18.2% | -34.1% | -25.6% |
| 3M | -34.5% | +15.1% | -49.6% | -40.8% |
| 6M | -5.0% | +13.7% | -18.8% | -12.2% |
| YTD | -50.7% | +15.6% | -66.3% | -54.5% |
| 1Y | -58.1% | +16.3% | -74.4% | -61.3% |
| All | -84.0% | +19.9% | -104.0% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 3y: compounded portfolio wealth divided by compounded MSCI 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…
3y analysis · Full analysis span regression · 6 months rolling