+1,260.2%
FANG vs MAS
+732.2%
+528.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | -7.2% | +23.6% | -30.8% | -14.4% |
| 3M | -9.8% | +12.4% | -22.2% | -14.2% |
| 6M | -6.7% | +21.9% | -28.6% | -15.7% |
| YTD | +22.4% | +36.1% | -13.7% | +3.9% |
| 1Y | +25.1% | +39.5% | -14.4% | +4.9% |
| 3Y | +28.1% | +59.1% | -31.0% | -1.3% |
| 5Y | +104.7% | +44.4% | +60.3% | +59.3% |
| 10Y | +149.3% | +217.0% | -67.7% | +33.6% |
| All | +1,260.2% | +732.2% | +528.0% | +432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling