+503.0%
MA vs FWONK
+340.2%
+162.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +1.7% | -7.7% | +9.4% | +4.6% |
| 3M | +17.2% | +5.7% | +11.5% | +14.6% |
| 6M | +13.3% | +13.5% | -0.1% | +7.7% |
| YTD | +0.2% | -3.0% | +3.2% | +0.5% |
| 1Y | -2.7% | -6.4% | +3.7% | -1.4% |
| 3Y | +39.1% | +43.8% | -4.8% | +17.0% |
| 5Y | +68.8% | +98.6% | -29.8% | +22.9% |
| All | +503.0% | +340.2% | +162.8% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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