-29.8%
MOS vs FIGR
-32.8%
+3.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.5% | -0.8% |
| 7D | +5.5% | +5.1% | +0.4% | +5.5% |
| 30D | +21.0% | -15.0% | +36.0% | +20.7% |
| 3M | -0.5% | -13.1% | +12.6% | -0.3% |
| 6M | +6.6% | -37.9% | +44.5% | +6.6% |
| YTD | -2.8% | -40.8% | +38.0% | -5.1% |
| 1Y | -8.1% | -33.1% | +25.1% | -12.3% |
| All | -29.8% | -32.8% | +3.0% | -31.8% |
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