-0.6%
MSFT vs FIGR
+6.3%
-6.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.7% |
| 7D | -1.4% | +13.5% | -15.0% | -2.6% |
| 30D | -1.0% | +33.7% | -34.7% | -4.1% |
| 3M | +20.2% | +37.3% | -17.2% | +15.6% |
| 6M | +21.3% | +25.5% | -4.3% | +16.8% |
| YTD | +2.8% | -6.3% | +9.1% | +1.3% |
| All | -0.6% | +6.3% | -6.9% | -3.0% |
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