+72.9%
MA vs FGI
+2.3%
+70.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +3.2% | -11.6% | +14.8% | +3.2% |
| 30D | +15.9% | -3.3% | +19.2% | +15.9% |
| 3M | +15.2% | +65.6% | -50.4% | +15.0% |
| 6M | +32.4% | -2.8% | +35.2% | +32.1% |
| YTD | +15.6% | +30.1% | -14.5% | +15.5% |
| 1Y | +19.3% | +50.2% | -30.9% | +19.1% |
| All | +72.9% | +2.3% | +70.6% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling