+552.6%
MS vs FND
+66.0%
+486.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.2% |
| 7D | +1.4% | -5.2% | +6.6% | +2.8% |
| 30D | -0.3% | -19.9% | +19.6% | +5.8% |
| 3M | +0.3% | +2.7% | -2.4% | -1.8% |
| 6M | +31.3% | -21.7% | +53.0% | +37.9% |
| YTD | +24.7% | -17.5% | +42.2% | +28.2% |
| 1Y | +47.9% | -39.3% | +87.2% | +65.1% |
| 3Y | +178.3% | -49.8% | +228.1% | +214.4% |
| 5Y | +144.9% | -60.1% | +205.0% | +180.5% |
| All | +552.6% | +66.0% | +486.6% | +374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling