+12.8%
MA vs FIGR
-35.2%
+47.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.5% |
| 7D | +1.8% | +5.6% | -3.8% | +1.8% |
| 30D | +11.8% | -18.2% | +30.1% | +11.7% |
| 3M | +17.2% | -19.0% | +36.2% | +17.0% |
| 6M | +33.4% | -38.0% | +71.4% | +32.9% |
| YTD | +16.1% | -42.9% | +59.0% | +14.9% |
| 1Y | +19.9% | -37.9% | +57.8% | +19.2% |
| All | +12.8% | -35.2% | +47.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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