+607.1%
MS vs FN
+753.0%
-145.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -3.2% |
| 7D | -1.6% | 0.0% | -1.5% | -2.3% |
| 30D | -3.8% | -34.3% | +30.5% | +4.9% |
| 3M | -14.6% | -39.9% | +25.3% | -6.1% |
| 6M | -5.1% | -51.8% | +46.8% | +7.9% |
| YTD | +4.5% | -28.1% | +32.7% | +4.4% |
| 1Y | +13.5% | -29.1% | +42.6% | +13.0% |
| 3Y | +160.4% | +102.4% | +58.0% | +79.1% |
| 5Y | +112.9% | +171.7% | -58.8% | +27.5% |
| All | +607.1% | +753.0% | -145.9% | +210.5% |
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