+105.1%
MO vs FN
+861.3%
-756.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.0% |
| 7D | +0.3% | -1.7% | +2.0% | +0.4% |
| 30D | +0.6% | -22.0% | +22.6% | +1.4% |
| 3M | -1.0% | -43.0% | +42.0% | +1.0% |
| 6M | +4.3% | -27.7% | +32.1% | +4.8% |
| YTD | +23.3% | -10.5% | +33.8% | +22.0% |
| 1Y | +10.5% | +12.5% | -2.0% | +7.5% |
| 3Y | +96.3% | +153.8% | -57.5% | +72.8% |
| 5Y | +98.9% | +288.0% | -189.1% | +63.2% |
| All | +105.1% | +861.3% | -756.2% | +47.5% |
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