+19.9%
MA vs FND
-13.4%
+33.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.8% |
| 7D | +1.8% | +6.8% | -5.0% | +1.1% |
| 30D | +11.8% | +13.1% | -1.2% | +10.4% |
| 3M | +17.2% | -13.1% | +30.2% | +18.0% |
| 6M | +33.4% | -0.6% | +34.0% | +32.2% |
| YTD | +16.1% | -15.5% | +31.7% | +14.6% |
| 1Y | +19.9% | -13.7% | +33.6% | +17.3% |
| All | +19.9% | -13.4% | +33.3% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling