+946.3%
MO vs FN
+2,887.5%
-1,941.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.7% | -13.5% | -2.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.6% |
| 30D | +9.7% | -34.3% | +44.0% | +11.2% |
| 3M | +14.1% | -39.9% | +54.0% | +15.9% |
| 6M | +11.9% | -51.8% | +63.7% | +14.3% |
| YTD | +38.4% | -28.1% | +66.6% | +37.9% |
| 1Y | +41.9% | -29.1% | +71.0% | +41.3% |
| 3Y | +134.5% | +102.4% | +32.1% | +113.7% |
| 5Y | +147.3% | +171.7% | -24.4% | +117.7% |
| 10Y | +135.2% | +773.5% | -638.3% | +89.3% |
| All | +946.3% | +2,887.5% | -1,941.2% | +686.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling