+542.0%
MS vs FWONK
+281.3%
+260.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +5.1% | +2.5% | +2.5% | +4.0% |
| 30D | +5.7% | +20.0% | -14.3% | -2.1% |
| 3M | -12.2% | +5.2% | -17.3% | -14.3% |
| 6M | -0.5% | +18.7% | -19.2% | -8.1% |
| YTD | +9.8% | +10.7% | -0.9% | +3.6% |
| 1Y | +17.7% | +8.2% | +9.5% | +12.1% |
| 3Y | +176.8% | +64.6% | +112.3% | +117.1% |
| 5Y | +123.7% | +92.5% | +31.2% | +59.0% |
| All | +542.0% | +281.3% | +260.7% | +216.2% |
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