+3,689.8%
FN vs MAS
+825.7%
+2,864.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.4% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -22.0% | -5.6% | -16.4% | -20.2% |
| 3M | -43.0% | +4.4% | -47.5% | -44.6% |
| 6M | -27.7% | +7.2% | -35.0% | -30.9% |
| YTD | -10.5% | +16.1% | -26.6% | -18.3% |
| 1Y | +12.5% | +0.1% | +12.4% | +9.1% |
| 3Y | +153.8% | +28.3% | +125.5% | +118.0% |
| 5Y | +288.0% | +30.5% | +257.5% | +226.2% |
| 10Y | +906.4% | +139.1% | +767.3% | +549.9% |
| All | +3,689.8% | +825.7% | +2,864.0% | +1,209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling