+10.7%
MO vs FIGR
+1.6%
+9.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.1% |
| 7D | -1.0% | +1.0% | -2.0% | -0.9% |
| 30D | +5.8% | +31.4% | -25.6% | +7.2% |
| 3M | -4.5% | +30.3% | -34.8% | -3.0% |
| 6M | +5.7% | -7.6% | +13.4% | +6.6% |
| YTD | +23.1% | -10.5% | +33.6% | +25.2% |
| All | +10.7% | +1.6% | +9.1% | +17.0% |
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