+75.7%
MA vs FGI
-70.4%
+146.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.7% | -1.2% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | +1.5% | +65.4% | -63.9% | +0.6% |
| 3M | +20.4% | +23.5% | -3.1% | +19.6% |
| 6M | +11.1% | +60.5% | -49.4% | +9.4% |
| YTD | +2.0% | +30.0% | -28.0% | +0.6% |
| 1Y | -2.2% | +82.1% | -84.2% | -5.1% |
| 3Y | +41.9% | -4.4% | +46.3% | +38.7% |
| All | +75.7% | -70.4% | +146.0% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling