+16.7%
MA vs FIG
-78.3%
+95.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | -1.5% |
| 7D | +3.2% | -17.4% | +20.6% | +4.3% |
| 30D | +15.9% | -15.9% | +31.9% | +17.0% |
| 3M | +15.2% | -34.5% | +49.6% | +17.5% |
| 6M | +32.4% | -5.0% | +37.4% | +32.0% |
| YTD | +15.6% | -50.7% | +66.3% | +17.0% |
| 1Y | +19.3% | -58.1% | +77.4% | +20.8% |
| All | +16.7% | -78.3% | +95.0% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling