-7.5%
MSCI vs FN
+289.0%
-296.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | +0.4% | -1.7% | +2.1% | +0.6% |
| 30D | +0.6% | -22.0% | +22.5% | +2.6% |
| 3M | -7.1% | -43.0% | +35.9% | -2.1% |
| 6M | +0.8% | -27.7% | +28.6% | +1.0% |
| YTD | +1.0% | -10.5% | +11.5% | -3.0% |
| 1Y | +4.3% | +12.5% | -8.2% | -4.8% |
| 3Y | +9.9% | +153.8% | -143.9% | -23.5% |
| All | -7.5% | +289.0% | -296.5% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling