+67.5%
MA vs FND
-61.9%
+129.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.6% |
| 7D | -1.8% | +0.4% | -2.1% | -1.9% |
| 30D | +1.4% | -23.6% | +25.0% | +6.6% |
| 3M | +17.7% | +4.3% | +13.4% | +15.7% |
| 6M | +9.7% | -20.3% | +29.9% | +13.2% |
| YTD | +0.5% | -21.3% | +21.8% | +3.3% |
| 1Y | -2.1% | -45.4% | +43.3% | +8.5% |
| 3Y | +40.1% | -48.9% | +89.0% | +49.9% |
| 5Y | +67.5% | -61.0% | +128.5% | +75.4% |
| All | +67.5% | -61.9% | +129.4% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling