+5.4%
MSFT vs FIGR
-29.9%
+35.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.3% |
| 7D | -1.3% | +11.0% | -12.2% | -2.3% |
| 30D | -1.8% | +0.7% | -2.5% | -2.1% |
| 3M | +5.6% | -20.9% | +26.5% | +6.9% |
| 6M | +29.8% | -37.7% | +67.6% | +33.1% |
| YTD | +9.0% | -38.2% | +47.3% | +10.9% |
| 1Y | +4.9% | -27.1% | +32.0% | +5.1% |
| All | +5.4% | -29.9% | +35.4% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling