-80.8%
FIG vs MTB
+29.7%
-110.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -12.2% | -0.4% | -11.8% | -12.2% |
| 30D | -11.0% | -4.6% | -6.4% | -11.1% |
| 3M | +11.9% | +7.4% | +4.4% | +12.7% |
| 6M | -21.9% | +18.7% | -40.6% | -22.4% |
| YTD | -40.8% | +21.1% | -61.8% | -41.2% |
| 1Y | -56.6% | +24.1% | -80.7% | -59.5% |
| All | -80.8% | +29.7% | -110.5% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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