-55.8%
FIG vs MSI
-0.7%
-55.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | -16.3% | -3.7% | -12.6% | -16.0% |
| 30D | -14.3% | +6.8% | -21.1% | -14.9% |
| 3M | +7.2% | +14.3% | -7.1% | +4.6% |
| 6M | -18.6% | -1.6% | -17.1% | -19.4% |
| YTD | -35.5% | +22.8% | -58.3% | -37.8% |
| 1Y | -55.8% | -1.1% | -54.7% | -53.1% |
| All | -55.8% | -0.7% | -55.1% | -53.1% |
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