+2.9%
MA vs FIG
-71.6%
+74.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.9% |
| 7D | -2.7% | -16.3% | +13.6% | -1.8% |
| 30D | +1.5% | -14.3% | +15.8% | +2.1% |
| 3M | +20.4% | +7.2% | +13.3% | +19.1% |
| 6M | +11.1% | -18.6% | +29.8% | +10.6% |
| YTD | +2.0% | -35.5% | +37.4% | +1.7% |
| 1Y | -2.2% | -55.8% | +53.6% | -2.1% |
| All | +2.9% | -71.6% | +74.5% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling