-83.2%
FIG vs MSI
+23.4%
-106.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | +3.4% | +3.2% | +0.2% | +3.1% |
| 30D | -9.5% | +17.6% | -27.0% | -11.4% |
| 3M | -26.2% | +14.5% | -40.7% | -27.4% |
| 6M | +2.7% | +34.3% | -31.6% | -2.5% |
| YTD | -48.0% | +39.7% | -87.7% | -51.4% |
| 1Y | -52.0% | +40.2% | -92.2% | -55.5% |
| All | -83.2% | +23.4% | -106.6% | -86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling