+1,440.5%
FANG vs MOH
+759.6%
+681.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.6% |
| 7D | +2.9% | +1.7% | +1.2% | +2.5% |
| 30D | +2.6% | -0.9% | +3.5% | +2.7% |
| 3M | +7.6% | +5.7% | +1.9% | +5.9% |
| 6M | +17.3% | +39.1% | -21.8% | +9.1% |
| YTD | +38.7% | +17.7% | +21.0% | +31.3% |
| 1Y | +51.6% | +8.4% | +43.3% | +44.8% |
| 3Y | +50.0% | -36.6% | +86.5% | +52.3% |
| 5Y | +237.6% | -19.1% | +256.6% | +217.0% |
| 10Y | +180.7% | +262.8% | -82.1% | +80.6% |
| All | +1,440.5% | +759.6% | +681.0% | +690.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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