+140.5%
FANG vs MAS
+219.2%
-78.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.4% |
| 7D | -7.4% | +3.6% | -11.0% | -8.7% |
| 30D | -7.3% | +23.8% | -31.1% | -14.1% |
| 3M | -10.0% | +14.4% | -24.4% | -14.6% |
| 6M | -4.6% | +19.7% | -24.3% | -12.8% |
| YTD | +20.5% | +36.0% | -15.5% | +2.7% |
| 1Y | +26.0% | +40.4% | -14.3% | +5.8% |
| 3Y | +26.0% | +58.9% | -32.9% | -3.0% |
| 5Y | +104.5% | +44.5% | +59.9% | +59.9% |
| 10Y | +140.5% | +214.8% | -74.2% | +39.7% |
| All | +140.5% | +219.2% | -78.7% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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