+9.7%
MO vs FIGR
+6.3%
+3.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -0.7% |
| 7D | -2.0% | +13.5% | -15.6% | -1.4% |
| 30D | -0.3% | +33.7% | -34.0% | +1.2% |
| 3M | -2.9% | +37.3% | -40.3% | -1.2% |
| 6M | +5.8% | +25.5% | -19.8% | +7.7% |
| YTD | +22.0% | -6.3% | +28.3% | +24.4% |
| All | +9.7% | +6.3% | +3.4% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling