+34.3%
FANG vs MSFU
-2.2%
+36.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +13.5% | -18.4% | -4.1% |
| 7D | -11.3% | +8.2% | -19.5% | -10.7% |
| 30D | -0.7% | +10.2% | -10.8% | +0.1% |
| 3M | -4.2% | +22.9% | -27.1% | -2.8% |
| 6M | -13.5% | +63.2% | -76.7% | -10.2% |
| YTD | +23.7% | +11.7% | +12.0% | +24.8% |
| 1Y | +34.3% | -3.5% | +37.8% | +37.5% |
| All | +34.3% | -2.2% | +36.5% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling