+42.9%
FANG vs MSFU
-18.4%
+61.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.3% | -2.0% |
| 7D | +0.8% | -5.7% | +6.5% | +0.5% |
| 30D | +7.6% | +4.2% | +3.4% | +7.9% |
| 3M | -1.3% | +27.9% | -29.2% | +0.4% |
| 6M | +14.7% | +37.1% | -22.5% | +17.8% |
| YTD | +34.8% | -7.4% | +42.2% | +35.6% |
| 1Y | +42.9% | -19.6% | +62.5% | +45.5% |
| All | +42.9% | -18.4% | +61.4% | +45.5% |
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