+32.4%
MA vs FN
-54.4%
+86.8%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.2% | +11.8% | -4.1% |
| 7D | +3.2% | -16.0% | +19.2% | +1.5% |
| 30D | +15.9% | -40.1% | +56.1% | +9.9% |
| 3M | +15.2% | -43.9% | +59.1% | +9.0% |
| 6M | +32.4% | -55.6% | +88.0% | +21.4% |
| All | +32.4% | -54.4% | +86.8% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling