+19.4%
MA vs FGI
+45.3%
-26.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -0.3% | -1.4% | +1.0% | -0.4% |
| 30D | +11.3% | -3.2% | +14.5% | +11.3% |
| 3M | +16.7% | +64.1% | -47.4% | +16.7% |
| 6M | +32.8% | +17.2% | +15.6% | +32.5% |
| YTD | +15.6% | +31.6% | -16.0% | +16.4% |
| All | +19.4% | +45.3% | -26.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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