+41.3%
MS vs FIGR
+6.3%
+35.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.3% |
| 7D | +2.5% | +13.5% | -11.1% | +1.2% |
| 30D | 0.0% | +33.7% | -33.7% | -3.0% |
| 3M | +2.4% | +37.3% | -34.9% | -1.2% |
| 6M | +36.4% | +25.5% | +10.9% | +31.8% |
| YTD | +23.8% | -6.3% | +30.1% | +21.3% |
| All | +41.3% | +6.3% | +35.0% | +39.9% |
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 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