+2,557.6%
MSCI vs FN
+3,020.0%
-462.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.0% | +11.4% | +6.3% |
| 7D | +11.5% | -7.0% | +18.5% | +12.3% |
| 30D | +22.1% | -24.7% | +46.8% | +26.4% |
| 3M | +18.4% | -35.7% | +54.1% | +24.4% |
| 6M | +16.6% | -52.4% | +69.0% | +26.2% |
| YTD | +18.8% | -25.0% | +43.8% | +16.4% |
| 1Y | +19.0% | -25.7% | +44.6% | +15.9% |
| 3Y | +40.7% | +110.2% | -69.5% | +5.7% |
| 5Y | +7.9% | +192.3% | -184.4% | -25.9% |
| 10Y | +848.9% | +812.3% | +36.6% | +419.4% |
| All | +2,557.6% | +3,020.0% | -462.4% | +1,156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling