+70.1%
MA vs FN
+106.7%
-36.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.2% | +0.4% |
| 7D | +1.8% | -4.1% | +5.9% | +1.8% |
| 30D | +11.8% | -28.3% | +40.2% | +12.0% |
| 3M | +17.2% | -33.9% | +51.0% | +17.3% |
| 6M | +33.4% | -43.9% | +77.3% | +33.6% |
| YTD | +16.1% | -23.4% | +39.6% | +13.8% |
| 1Y | +19.9% | -25.4% | +45.3% | +17.5% |
| 3Y | +70.1% | +107.9% | -37.8% | +50.0% |
| All | +70.1% | +106.7% | -36.7% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling