+554.8%
MA vs FN
+837.6%
-282.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.9% | -11.4% | -1.1% |
| 7D | -0.3% | +16.3% | -16.6% | -2.9% |
| 30D | +11.3% | -24.7% | +36.1% | +14.8% |
| 3M | +16.7% | -34.9% | +51.6% | +21.8% |
| 6M | +32.8% | -41.1% | +73.9% | +38.2% |
| YTD | +15.6% | -19.6% | +35.2% | +10.6% |
| 1Y | +19.6% | -18.5% | +38.1% | +13.2% |
| 3Y | +72.1% | +119.1% | -47.0% | +18.8% |
| 5Y | +96.0% | +206.9% | -110.9% | +17.6% |
| 10Y | +554.8% | +826.4% | -271.7% | +185.9% |
| All | +554.8% | +837.6% | -282.8% | +185.9% |
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