+5.6%
MSCI vs FND
-63.9%
+69.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.9% |
| 7D | +3.0% | -6.8% | +9.8% | +4.9% |
| 30D | +17.8% | +8.0% | +9.8% | +15.1% |
| 3M | +15.2% | -18.9% | +34.1% | +21.1% |
| 6M | +16.5% | +4.7% | +11.8% | +12.7% |
| YTD | +16.4% | -21.6% | +37.9% | +20.0% |
| 1Y | +16.8% | -22.0% | +38.8% | +20.4% |
| 3Y | +35.8% | -40.4% | +76.2% | +39.4% |
| All | +5.6% | -63.9% | +69.5% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling