-83.9%
FIG vs MSI
+22.5%
-106.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -11.4% | +7.4% | -18.8% | -12.1% |
| 30D | -17.2% | +18.7% | -35.9% | -19.2% |
| 3M | -26.6% | +14.5% | -41.1% | -27.9% |
| 6M | -9.8% | +38.1% | -47.9% | -14.9% |
| YTD | -50.1% | +38.7% | -88.9% | -53.5% |
| 1Y | -58.1% | +35.4% | -93.5% | -60.7% |
| All | -83.9% | +22.5% | -106.4% | -86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling