+491.4%
MA vs FND
+76.3%
+415.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.4% |
| 7D | -0.3% | +8.5% | -8.9% | -2.2% |
| 30D | +11.3% | +17.2% | -5.9% | +7.2% |
| 3M | +16.7% | -14.9% | +31.6% | +20.4% |
| 6M | +32.8% | +3.1% | +29.7% | +29.9% |
| YTD | +15.6% | -12.4% | +28.0% | +16.1% |
| 1Y | +19.6% | -10.0% | +29.6% | +19.1% |
| 3Y | +72.1% | -31.3% | +103.4% | +73.6% |
| 5Y | +96.0% | -60.3% | +156.4% | +116.9% |
| All | +491.4% | +76.3% | +415.1% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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