+584.1%
MA vs FN
+763.2%
-179.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.7% |
| 7D | -0.5% | +20.8% | -21.3% | -3.2% |
| 30D | +7.9% | -17.3% | +25.2% | +9.8% |
| 3M | +16.8% | -38.1% | +54.9% | +22.9% |
| 6M | +31.0% | -44.2% | +75.2% | +37.5% |
| YTD | +15.0% | -22.3% | +37.3% | +10.5% |
| 1Y | +17.0% | -20.9% | +38.0% | +11.2% |
| 3Y | +68.5% | +111.1% | -42.6% | +16.8% |
| 5Y | +85.0% | +191.8% | -106.9% | +11.8% |
| All | +584.1% | +763.2% | -179.1% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling