+12.5%
FN vs MAS
+1.6%
+10.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.9% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | -22.0% | -5.6% | -16.4% | -21.4% |
| 3M | -43.0% | +4.4% | -47.5% | -43.0% |
| 6M | -27.7% | +7.2% | -35.0% | -30.8% |
| YTD | -10.5% | +16.1% | -26.6% | -16.9% |
| 1Y | +12.5% | +0.1% | +12.4% | +6.4% |
| All | +12.5% | +1.6% | +10.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling