-83.7%
FIG vs MSI
+19.5%
-103.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | -13.1% | +4.7% | -17.8% | -13.6% |
| 30D | -13.0% | +14.8% | -27.8% | -14.8% |
| 3M | -21.5% | +8.8% | -30.3% | -22.5% |
| 6M | -2.5% | +19.3% | -21.8% | -5.8% |
| YTD | -49.7% | +35.3% | -85.0% | -52.9% |
| 1Y | -59.1% | +33.8% | -92.9% | -61.7% |
| All | -83.7% | +19.5% | -103.2% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling