+181.3%
MS vs FN
+158.4%
+23.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | -0.3% |
| 7D | +1.4% | -1.7% | +3.1% | +1.7% |
| 30D | -0.3% | -22.0% | +21.7% | +3.4% |
| 3M | +0.3% | -43.0% | +43.3% | +9.1% |
| 6M | +31.3% | -27.7% | +59.1% | +34.3% |
| YTD | +24.7% | -10.5% | +35.2% | +20.8% |
| 1Y | +47.9% | +12.5% | +35.4% | +35.3% |
| All | +181.3% | +158.4% | +23.0% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling