+844.5%
MSCI vs FN
+700.1%
+144.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +2.1% |
| 7D | +2.7% | +0.3% | +2.4% | +2.4% |
| 30D | +17.4% | -16.5% | +34.0% | +19.4% |
| 3M | +14.8% | -42.1% | +56.9% | +22.6% |
| 6M | +16.1% | -52.9% | +69.0% | +26.2% |
| YTD | +16.0% | -28.0% | +44.0% | +12.7% |
| 1Y | +16.4% | -18.5% | +35.0% | +9.5% |
| 3Y | +35.3% | +93.9% | -58.5% | -5.9% |
| 5Y | +6.6% | +170.5% | -163.9% | -35.4% |
| All | +844.5% | +700.1% | +144.4% | +331.8% |
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