+153.3%
MO vs FN
+763.2%
-609.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.8% |
| 7D | +0.4% | +20.8% | -20.3% | -0.1% |
| 30D | +8.9% | -17.3% | +26.2% | +9.4% |
| 3M | +23.0% | -38.1% | +61.1% | +24.6% |
| 6M | +15.0% | -44.2% | +59.2% | +16.6% |
| YTD | +41.7% | -22.3% | +64.0% | +40.5% |
| 1Y | +43.3% | -20.9% | +64.2% | +41.8% |
| 3Y | +143.2% | +111.1% | +32.1% | +116.1% |
| 5Y | +154.7% | +191.8% | -37.1% | +113.9% |
| All | +153.3% | +763.2% | -609.9% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling