+181.9%
FANG vs MOS
+12.4%
+169.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +2.9% | -1.7% | +4.6% | +3.7% |
| 30D | +2.6% | +12.4% | -9.8% | -4.0% |
| 3M | +7.6% | +20.5% | -12.9% | -4.4% |
| 6M | +17.3% | -12.0% | +29.3% | +19.6% |
| YTD | +38.7% | +7.4% | +31.3% | +25.1% |
| 1Y | +51.6% | -22.5% | +74.1% | +62.3% |
| 3Y | +50.0% | -25.5% | +75.4% | +54.0% |
| 5Y | +237.6% | -10.1% | +247.7% | +179.8% |
| All | +181.9% | +12.4% | +169.5% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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