+13.2%
MA vs FIGR
-29.9%
+43.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | +1.3% | +11.0% | -9.7% | +1.3% |
| 30D | +9.6% | +0.7% | +8.9% | +9.6% |
| 3M | +16.8% | -20.9% | +37.7% | +16.6% |
| 6M | +35.2% | -37.7% | +72.9% | +34.6% |
| YTD | +16.6% | -38.2% | +54.8% | +15.4% |
| 1Y | +19.8% | -27.1% | +46.9% | +19.1% |
| All | +13.2% | -29.9% | +43.1% | +13.5% |
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