-2.1%
MA vs FIG
-58.0%
+55.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.7% | +4.2% | -1.0% |
| 7D | -1.8% | -16.4% | +14.6% | -0.5% |
| 30D | +1.4% | -2.3% | +3.7% | +1.3% |
| 3M | +17.7% | +7.8% | +9.9% | +15.8% |
| 6M | +9.7% | -21.8% | +31.5% | +9.9% |
| YTD | +0.5% | -39.1% | +39.6% | +1.7% |
| 1Y | -2.1% | -56.6% | +54.6% | +0.2% |
| All | -2.1% | -58.0% | +55.9% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling