+1,017.4%
MS vs FN
+3,020.0%
-2,002.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +5.6% |
| 7D | +2.6% | -7.0% | +9.6% | +3.8% |
| 30D | +2.6% | -24.7% | +27.3% | +8.4% |
| 3M | -10.1% | -35.7% | +25.6% | -2.8% |
| 6M | +4.4% | -52.4% | +56.8% | +18.5% |
| YTD | +11.7% | -25.0% | +36.7% | +11.4% |
| 1Y | +20.9% | -25.7% | +46.6% | +20.0% |
| 3Y | +177.1% | +110.2% | +66.9% | +100.3% |
| 5Y | +127.7% | +192.3% | -64.6% | +46.1% |
| 10Y | +684.1% | +812.3% | -128.2% | +269.0% |
| All | +1,017.4% | +3,020.0% | -2,002.6% | +306.3% |
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