+172.3%
MS vs FND
-34.9%
+207.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.8% | +1.0% |
| 7D | +0.8% | +6.8% | -6.0% | -0.6% |
| 30D | -0.7% | +13.1% | -13.7% | -3.4% |
| 3M | -12.4% | -13.1% | +0.7% | -10.1% |
| 6M | -1.7% | -0.6% | -1.2% | -3.1% |
| YTD | +8.0% | -15.5% | +23.6% | +9.8% |
| 1Y | +16.2% | -13.7% | +29.9% | +17.2% |
| All | +172.3% | -34.9% | +207.2% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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