-51.7%
FIG vs MSI
+28.6%
-80.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +5.1% |
| 7D | -4.7% | +2.8% | -7.5% | -5.0% |
| 30D | +0.5% | +9.1% | -8.6% | -0.5% |
| 3M | -18.4% | +12.5% | -30.9% | -19.1% |
| 6M | +10.9% | +14.2% | -3.3% | +8.4% |
| YTD | -40.8% | +30.7% | -71.5% | -43.5% |
| 1Y | -51.7% | +27.5% | -79.2% | -51.4% |
| All | -51.7% | +28.6% | -80.3% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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