+614.5%
MSCI vs FND
+76.3%
+538.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | -0.2% |
| 7D | +1.5% | +8.5% | -7.1% | -0.8% |
| 30D | +14.4% | +17.2% | -2.8% | +9.5% |
| 3M | +15.2% | -14.9% | +30.1% | +19.5% |
| 6M | +11.2% | +3.1% | +8.1% | +8.4% |
| YTD | +13.9% | -12.4% | +26.3% | +14.2% |
| 1Y | +12.5% | -10.0% | +22.5% | +11.6% |
| 3Y | +32.3% | -31.3% | +63.6% | +33.8% |
| 5Y | +4.9% | -60.3% | +65.2% | +18.9% |
| All | +614.5% | +76.3% | +538.2% | +464.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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