+143.2%
MS vs FWONK
+98.5%
+44.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -1.0% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | 0.0% | -5.8% | +5.8% | +1.9% |
| 3M | +3.0% | +10.0% | -7.0% | -0.7% |
| 6M | +35.7% | +14.7% | +21.0% | +28.4% |
| YTD | +23.3% | -1.7% | +25.0% | +23.0% |
| 1Y | +44.7% | -4.6% | +49.3% | +45.6% |
| 3Y | +178.0% | +46.7% | +131.3% | +137.6% |
| 5Y | +143.2% | +99.4% | +43.8% | +65.9% |
| All | +143.2% | +98.5% | +44.7% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling