+181.9%
FANG vs MCO
+393.6%
-211.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | +2.9% | -3.8% | +6.7% | +4.6% |
| 30D | +2.6% | -0.4% | +3.0% | +2.5% |
| 3M | +7.6% | +7.7% | -0.2% | +2.9% |
| 6M | +17.3% | +7.0% | +10.3% | +11.7% |
| YTD | +38.7% | -6.4% | +45.1% | +39.2% |
| 1Y | +51.6% | -7.6% | +59.3% | +52.4% |
| 3Y | +50.0% | +43.2% | +6.7% | +16.8% |
| 5Y | +237.6% | +29.6% | +208.0% | +169.8% |
| All | +181.9% | +393.6% | -211.7% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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