+622.3%
MSCI vs FN
+900.0%
-277.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.8% |
| 7D | +0.4% | -1.7% | +2.1% | +0.7% |
| 30D | +0.6% | -22.0% | +22.5% | +3.8% |
| 3M | -7.1% | -43.0% | +35.9% | +0.2% |
| 6M | +0.8% | -27.7% | +28.6% | +1.5% |
| YTD | +1.0% | -10.5% | +11.5% | -3.7% |
| 1Y | +4.3% | +12.5% | -8.2% | -6.7% |
| 3Y | +9.9% | +153.8% | -143.9% | -26.3% |
| 5Y | -6.8% | +288.0% | -294.8% | -46.9% |
| All | +622.3% | +900.0% | -277.7% | +216.7% |
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