+50.0%
FANG vs MSFU
+26.0%
+24.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +2.9% | -1.8% | +4.7% | +3.0% |
| 30D | +2.6% | +0.5% | +2.1% | +2.5% |
| 3M | +7.6% | +51.9% | -44.3% | +4.4% |
| 6M | +17.3% | +35.0% | -17.6% | +14.4% |
| YTD | +38.7% | -9.0% | +47.7% | +41.1% |
| 1Y | +51.6% | -18.8% | +70.5% | +56.5% |
| 3Y | +50.0% | +25.5% | +24.5% | +38.6% |
| All | +50.0% | +26.0% | +24.0% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling