+556.3%
MA vs FN
+663.9%
-107.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.2% | +11.8% | -0.6% |
| 7D | +3.2% | -16.0% | +19.2% | +5.2% |
| 30D | +15.9% | -40.1% | +56.1% | +23.5% |
| 3M | +15.2% | -43.9% | +59.1% | +22.7% |
| 6M | +32.4% | -55.6% | +88.0% | +43.6% |
| YTD | +15.6% | -35.7% | +51.3% | +14.2% |
| 1Y | +19.3% | -39.8% | +59.1% | +18.5% |
| 3Y | +73.0% | +80.3% | -7.3% | +22.4% |
| 5Y | +93.7% | +143.3% | -49.5% | +20.4% |
| All | +556.3% | +663.9% | -107.6% | +194.6% |
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