+611.0%
MS vs FN
+663.9%
-52.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -14.2% | +8.3% | -2.6% |
| 7D | -3.4% | -16.0% | +12.6% | 0.0% |
| 30D | -3.9% | -40.1% | +36.2% | +7.2% |
| 3M | -15.9% | -43.9% | +28.0% | -5.9% |
| 6M | -2.5% | -55.6% | +53.2% | +13.1% |
| YTD | +5.1% | -35.7% | +40.7% | +7.9% |
| 1Y | +13.0% | -39.8% | +52.8% | +17.1% |
| 3Y | +160.7% | +80.3% | +80.4% | +84.5% |
| 5Y | +114.0% | +143.3% | -29.3% | +31.8% |
| All | +611.0% | +663.9% | -52.9% | +220.9% |
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 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