+785.4%
MSCI vs FN
+753.0%
+32.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.7% | -13.9% | -4.0% |
| 7D | +2.8% | 0.0% | +2.9% | +2.3% |
| 30D | +15.4% | -34.3% | +49.7% | +22.0% |
| 3M | +13.4% | -39.9% | +53.3% | +20.4% |
| 6M | +10.9% | -51.8% | +62.7% | +19.9% |
| YTD | +13.0% | -28.1% | +41.1% | +10.0% |
| 1Y | +12.0% | -29.1% | +41.1% | +8.6% |
| 3Y | +34.1% | +102.4% | -68.3% | -7.5% |
| 5Y | +3.9% | +171.7% | -167.8% | -36.8% |
| All | +785.4% | +753.0% | +32.4% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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