+167.0%
FANG vs MAS
+135.2%
+31.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +1.0% |
| 7D | -1.7% | +1.0% | -2.7% | -2.1% |
| 30D | +6.8% | -8.1% | +14.8% | +9.6% |
| 3M | +1.3% | +3.3% | -2.0% | -2.0% |
| 6M | +11.8% | +12.4% | -0.6% | +3.1% |
| YTD | +35.1% | +13.3% | +21.8% | +23.3% |
| 1Y | +48.9% | -4.7% | +53.6% | +45.6% |
| 3Y | +42.8% | +33.0% | +9.9% | +17.2% |
| 5Y | +230.3% | +33.9% | +196.4% | +160.3% |
| 10Y | +167.0% | +135.4% | +31.7% | +64.0% |
| All | +167.0% | +135.2% | +31.8% | +64.0% |
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