-33.0%
MOS vs FIGR
-28.7%
-4.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.1% | -10.7% | -4.5% |
| 7D | -2.6% | +22.8% | -25.4% | -2.5% |
| 30D | +13.5% | -5.8% | +19.2% | +13.3% |
| 3M | -2.9% | -16.3% | +13.4% | -2.9% |
| 6M | -1.0% | -35.0% | +34.0% | -1.0% |
| YTD | -7.2% | -37.1% | +29.9% | -9.4% |
| 1Y | -11.4% | -31.2% | +19.8% | -15.0% |
| All | -33.0% | -28.7% | -4.3% | -34.9% |
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