-39.8%
FN vs MAS
+37.4%
-77.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.4% | -10.8% | -14.1% |
| 7D | -16.0% | +4.6% | -20.5% | -16.0% |
| 30D | -40.1% | +19.9% | -60.0% | -41.0% |
| 3M | -43.9% | +8.9% | -52.8% | -44.1% |
| 6M | -55.6% | +20.2% | -75.8% | -56.0% |
| YTD | -35.7% | +33.9% | -69.5% | -42.1% |
| 1Y | -39.8% | +34.7% | -74.5% | -46.3% |
| All | -39.8% | +37.4% | -77.2% | -46.3% |
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