+92.3%
MA vs FN
+170.4%
-78.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -1.2% |
| 7D | +2.3% | 0.0% | +2.4% | +2.1% |
| 30D | +14.7% | -34.3% | +49.0% | +17.5% |
| 3M | +13.5% | -39.9% | +53.4% | +16.5% |
| 6M | +33.1% | -51.8% | +84.9% | +38.1% |
| YTD | +15.1% | -28.1% | +43.2% | +12.1% |
| 1Y | +18.7% | -29.1% | +47.8% | +15.4% |
| 3Y | +72.1% | +102.4% | -30.4% | +28.4% |
| All | +92.3% | +170.4% | -78.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling