+17.6%
MA vs FIG
-77.1%
+94.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.1% |
| 7D | +1.3% | +3.4% | -2.1% | +1.1% |
| 30D | +9.6% | -9.5% | +19.1% | +10.1% |
| 3M | +16.8% | -26.2% | +43.0% | +18.5% |
| 6M | +35.2% | +2.7% | +32.5% | +34.2% |
| YTD | +16.6% | -48.0% | +64.5% | +17.5% |
| 1Y | +19.8% | -52.0% | +71.8% | +20.8% |
| All | +17.6% | -77.1% | +94.7% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling