+24.3%
MTB vs FIGR
+1.6%
+22.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.5% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | -4.6% | +31.4% | -36.0% | -5.3% |
| 3M | +7.4% | +30.3% | -22.9% | +6.5% |
| 6M | +18.7% | -7.6% | +26.3% | +18.3% |
| YTD | +21.1% | -10.5% | +31.5% | +19.3% |
| All | +24.3% | +1.6% | +22.7% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling