+154.7%
MO vs FN
+194.5%
-39.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.6% |
| 7D | +0.4% | +20.8% | -20.3% | +0.9% |
| 30D | +8.9% | -17.3% | +26.2% | +8.7% |
| 3M | +23.0% | -38.1% | +61.1% | +22.5% |
| 6M | +15.0% | -44.2% | +59.2% | +14.8% |
| YTD | +41.7% | -22.3% | +64.0% | +41.5% |
| 1Y | +43.3% | -20.9% | +64.2% | +43.2% |
| 3Y | +143.2% | +111.1% | +32.1% | +132.3% |
| 5Y | +154.7% | +191.8% | -37.1% | +129.1% |
| All | +154.7% | +194.5% | -39.8% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling