+52.3%
FANG vs MAS
-6.0%
+58.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.0% |
| 7D | -0.4% | -2.2% | +1.8% | -0.9% |
| 30D | +2.4% | -6.7% | +9.1% | +0.9% |
| 3M | +4.9% | -3.7% | +8.6% | +3.7% |
| 6M | +12.0% | +9.0% | +3.0% | +11.9% |
| YTD | +37.1% | +10.8% | +26.3% | +35.6% |
| 1Y | +52.3% | -3.8% | +56.0% | +51.9% |
| All | +52.3% | -6.0% | +58.2% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling