+228.6%
FANG vs MAS
+32.0%
+196.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | +0.8% | -0.8% | +1.5% | +0.9% |
| 30D | +7.6% | -5.6% | +13.2% | +8.5% |
| 3M | -1.3% | +4.4% | -5.7% | -3.4% |
| 6M | +14.7% | +7.2% | +7.5% | +10.8% |
| YTD | +34.8% | +16.1% | +18.7% | +26.9% |
| 1Y | +42.9% | +0.1% | +42.8% | +40.0% |
| 3Y | +43.8% | +28.3% | +15.5% | +30.2% |
| All | +228.6% | +32.0% | +196.5% | +222.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling