+104.7%
FANG vs MOS
-29.3%
+134.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.9% |
| 7D | -1.0% | +5.5% | -6.5% | -2.8% |
| 30D | -7.2% | +21.0% | -28.2% | -13.9% |
| 3M | -9.8% | -0.5% | -9.3% | -10.7% |
| 6M | -6.7% | +6.6% | -13.3% | -11.4% |
| YTD | +22.4% | -2.8% | +25.2% | +17.1% |
| 1Y | +25.1% | -8.1% | +33.2% | +22.2% |
| 3Y | +28.1% | -25.6% | +53.7% | +30.8% |
| 5Y | +104.7% | -29.8% | +134.5% | +75.2% |
| All | +104.7% | -29.3% | +134.1% | +75.2% |
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