+16.1%
MA vs FIG
-77.7%
+93.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -0.5% | +2.6% | -3.1% | -0.7% |
| 30D | +7.9% | -13.1% | +21.0% | +8.7% |
| 3M | +16.8% | -20.3% | +37.1% | +17.9% |
| 6M | +31.0% | -2.1% | +33.1% | +30.4% |
| YTD | +15.0% | -49.4% | +64.4% | +16.2% |
| 1Y | +17.0% | -57.0% | +74.0% | +18.3% |
| All | +16.1% | -77.7% | +93.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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