+4.9%
MSFT vs FIGR
-32.8%
+37.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -2.6% |
| 7D | -6.2% | +5.1% | -11.3% | -6.7% |
| 30D | -3.7% | -15.0% | +11.3% | -2.5% |
| 3M | +3.6% | -13.1% | +16.7% | +3.9% |
| 6M | +26.8% | -37.9% | +64.7% | +30.1% |
| YTD | +8.4% | -40.8% | +49.2% | +10.8% |
| 1Y | +3.3% | -33.1% | +36.4% | +4.2% |
| All | +4.9% | -32.8% | +37.7% | +6.2% |
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