+11.7%
MA vs FIGR
-36.9%
+48.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -0.5% |
| 7D | +2.3% | +5.3% | -3.0% | +2.3% |
| 30D | +14.7% | -17.9% | +32.6% | +14.6% |
| 3M | +13.5% | -20.5% | +34.0% | +13.3% |
| 6M | +33.1% | -40.2% | +73.3% | +32.6% |
| YTD | +15.1% | -44.4% | +59.4% | +13.9% |
| 1Y | +18.7% | -36.3% | +55.1% | +18.1% |
| All | +11.7% | -36.9% | +48.6% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling