+144.8%
MS vs FND
-61.9%
+206.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | 0.0% | -23.6% | +23.5% | +6.6% |
| 3M | +2.4% | +4.3% | -1.9% | 0.0% |
| 6M | +36.4% | -20.3% | +56.7% | +42.0% |
| YTD | +23.8% | -21.3% | +45.1% | +28.6% |
| 1Y | +48.6% | -45.4% | +94.0% | +69.5% |
| 3Y | +179.1% | -48.9% | +228.0% | +209.4% |
| 5Y | +144.8% | -61.0% | +205.9% | +174.0% |
| All | +144.8% | -61.9% | +206.7% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling