+773.9%
MS vs FWONK
+339.5%
+434.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -2.1% | -1.5% | -0.5% | -1.5% |
| 30D | -1.1% | -6.8% | +5.7% | +1.5% |
| 3M | +3.5% | +7.7% | -4.2% | -0.1% |
| 6M | +33.7% | +11.0% | +22.8% | +27.0% |
| YTD | +21.8% | -3.1% | +24.9% | +21.7% |
| 1Y | +41.1% | -3.5% | +44.6% | +40.8% |
| 3Y | +174.5% | +44.6% | +129.9% | +128.4% |
| 5Y | +140.7% | +98.3% | +42.4% | +70.9% |
| All | +773.9% | +339.5% | +434.4% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling