-31.2%
MOS vs FIGR
-36.9%
+5.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | +0.1% |
| 7D | +21.6% | +5.3% | +16.3% | +21.6% |
| 30D | +12.0% | -17.9% | +29.9% | +11.8% |
| 3M | -3.9% | -20.5% | +16.7% | -3.8% |
| 6M | -3.3% | -40.2% | +36.9% | -3.3% |
| YTD | -4.6% | -44.4% | +39.7% | -6.9% |
| 1Y | -7.0% | -36.3% | +29.3% | -11.4% |
| All | -31.2% | -36.9% | +5.7% | -33.1% |
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