+50.3%
FANG vs MSI
+69.5%
-19.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +1.2% | -1.8% | +3.0% | +1.6% |
| 30D | +2.4% | -0.6% | +3.0% | +2.5% |
| 3M | +5.1% | +13.0% | -8.0% | +1.9% |
| 6M | +16.4% | +0.5% | +15.9% | +16.2% |
| YTD | +39.0% | +21.7% | +17.3% | +30.3% |
| 1Y | +50.6% | -2.6% | +53.2% | +51.5% |
| All | +50.3% | +69.5% | -19.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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