-0.9%
MSFT vs FIGR
+1.6%
-2.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.5% |
| 7D | -3.5% | +1.0% | -4.5% | -3.6% |
| 30D | -2.1% | +31.4% | -33.4% | -5.0% |
| 3M | +24.2% | +30.3% | -6.1% | +20.0% |
| 6M | +21.9% | -7.6% | +29.5% | +20.7% |
| YTD | +2.5% | -10.5% | +12.9% | +1.3% |
| All | -0.9% | +1.6% | -2.5% | -2.9% |
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