+521.8%
MA vs FN
+900.0%
-378.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.6% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | +1.5% | -22.0% | +23.5% | +4.5% |
| 3M | +20.4% | -43.0% | +63.4% | +28.8% |
| 6M | +11.1% | -27.7% | +38.9% | +11.9% |
| YTD | +2.0% | -10.5% | +12.5% | -2.7% |
| 1Y | -2.2% | +12.5% | -14.6% | -12.0% |
| 3Y | +41.9% | +153.8% | -111.9% | -3.1% |
| 5Y | +75.4% | +288.0% | -212.6% | +1.6% |
| All | +521.8% | +900.0% | -378.2% | +173.1% |
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