+160.3%
FN vs MAS
+29.0%
+131.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.5% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -22.0% | -5.6% | -16.4% | -20.5% |
| 3M | -43.0% | +4.4% | -47.5% | -44.3% |
| 6M | -27.7% | +7.2% | -35.0% | -30.9% |
| YTD | -10.5% | +16.1% | -26.6% | -18.8% |
| 1Y | +12.5% | +0.1% | +12.4% | +9.3% |
| All | +160.3% | +29.0% | +131.3% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling