+533.3%
MSCI vs FND
+66.0%
+467.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | +0.4% | -5.2% | +5.6% | +1.7% |
| 30D | +0.6% | -19.9% | +20.4% | +6.3% |
| 3M | -7.1% | +2.7% | -9.8% | -9.0% |
| 6M | +0.8% | -21.7% | +22.5% | +5.5% |
| YTD | +1.0% | -17.5% | +18.5% | +3.2% |
| 1Y | +4.3% | -39.3% | +43.6% | +15.4% |
| 3Y | +9.9% | -49.8% | +59.7% | +22.3% |
| 5Y | -6.8% | -60.1% | +53.3% | +5.9% |
| All | +533.3% | +66.0% | +467.3% | +409.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling