+192.3%
FN vs MAS
+48.4%
+143.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.6% | -11.6% | -8.2% |
| 7D | -7.0% | +14.2% | -21.1% | -12.5% |
| 30D | -24.7% | +26.8% | -51.5% | -32.7% |
| 3M | -35.7% | +13.1% | -48.8% | -39.6% |
| 6M | -52.4% | +27.9% | -80.3% | -58.4% |
| YTD | -25.0% | +38.7% | -63.6% | -38.6% |
| 1Y | -25.7% | +40.4% | -66.0% | -39.6% |
| 3Y | +110.2% | +66.1% | +44.1% | +48.9% |
| 5Y | +192.3% | +47.4% | +144.9% | +120.3% |
| All | +192.3% | +48.4% | +143.9% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling