+1,397.3%
FANG vs MOS
-38.0%
+1,435.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.5% |
| 7D | +0.8% | +9.5% | -8.7% | -3.8% |
| 30D | +7.6% | +10.4% | -2.8% | +2.0% |
| 3M | -1.3% | +12.9% | -14.2% | -9.1% |
| 6M | +14.7% | +1.2% | +13.4% | +8.2% |
| YTD | +34.8% | +9.3% | +25.5% | +21.4% |
| 1Y | +42.9% | -18.0% | +60.9% | +48.1% |
| 3Y | +43.8% | -29.0% | +72.8% | +52.0% |
| 5Y | +225.8% | -9.6% | +235.4% | +179.9% |
| 10Y | +171.9% | +6.1% | +165.8% | +82.0% |
| All | +1,397.3% | -38.0% | +1,435.3% | +1,083.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling