+99.2%
MA vs FGI
-70.3%
+169.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +3.2% | -11.6% | +14.8% | +3.3% |
| 30D | +15.9% | -3.3% | +19.2% | +15.9% |
| 3M | +15.2% | +65.6% | -50.4% | +14.1% |
| 6M | +32.4% | -2.8% | +35.2% | +31.6% |
| YTD | +15.6% | +30.1% | -14.5% | +14.0% |
| 1Y | +19.3% | +50.2% | -30.9% | +17.0% |
| 3Y | +73.0% | -0.4% | +73.4% | +68.7% |
| All | +99.2% | -70.3% | +169.6% | +99.8% |
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