+149.3%
MO vs FN
+850.1%
-700.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.9% | -4.5% | +1.2% |
| 7D | -0.8% | +8.0% | -8.8% | -1.1% |
| 30D | +8.0% | -19.1% | +27.1% | +8.6% |
| 3M | +20.9% | -29.8% | +50.7% | +21.9% |
| 6M | +16.3% | -43.2% | +59.5% | +18.0% |
| YTD | +40.7% | -18.9% | +59.7% | +39.4% |
| 1Y | +41.5% | -17.9% | +59.3% | +39.8% |
| 3Y | +141.5% | +120.1% | +21.4% | +114.4% |
| 5Y | +153.1% | +206.7% | -53.6% | +112.2% |
| 10Y | +149.3% | +804.7% | -655.4% | +85.2% |
| All | +149.3% | +850.1% | -700.8% | +85.2% |
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