+16.3%
MSCI vs FN
-36.4%
+52.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.2% | +11.5% | -3.4% |
| 7D | +6.0% | -16.0% | +22.0% | +5.2% |
| 30D | +18.2% | -40.1% | +58.3% | +15.6% |
| 3M | +15.1% | -43.9% | +59.0% | +12.4% |
| 6M | +13.7% | -55.6% | +69.4% | +11.2% |
| YTD | +15.6% | -35.7% | +51.3% | +11.4% |
| 1Y | +16.3% | -39.8% | +56.2% | +12.1% |
| All | +16.3% | -36.4% | +52.8% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling