-2.7%
MSCI vs FND
-44.9%
+42.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -3.6% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | -1.7% | -23.6% | +21.8% | -0.9% |
| 3M | -8.2% | +4.3% | -12.6% | -8.6% |
| 6M | -2.4% | -20.3% | +17.8% | -2.4% |
| YTD | -2.8% | -21.3% | +18.5% | -3.6% |
| 1Y | -2.7% | -45.4% | +42.7% | +2.0% |
| All | -2.7% | -44.9% | +42.2% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling