+231.0%
FANG vs MOS
-4.4%
+235.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | -0.4% | +1.7% | -2.1% | -1.0% |
| 30D | +2.4% | +11.7% | -9.3% | -2.0% |
| 3M | +4.9% | +23.2% | -18.3% | -4.4% |
| 6M | +12.0% | -1.6% | +13.7% | +9.1% |
| YTD | +37.1% | +10.8% | +26.3% | +26.2% |
| 1Y | +52.3% | -16.2% | +68.5% | +57.2% |
| 3Y | +45.0% | -24.2% | +69.2% | +50.0% |
| 5Y | +231.0% | -6.6% | +237.6% | +140.2% |
| All | +231.0% | -4.4% | +235.4% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling