+1,422.9%
FANG vs MSI
+1,049.4%
+373.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | -0.4% | -4.0% | +3.6% | +1.6% |
| 30D | +2.4% | -0.5% | +2.9% | +2.5% |
| 3M | +4.9% | +11.4% | -6.5% | -1.4% |
| 6M | +12.0% | +1.0% | +11.1% | +9.8% |
| YTD | +37.1% | +20.7% | +16.4% | +22.1% |
| 1Y | +52.3% | -2.7% | +54.9% | +51.0% |
| 3Y | +45.0% | +68.2% | -23.2% | +5.1% |
| 5Y | +231.0% | +100.0% | +131.0% | +112.3% |
| 10Y | +177.5% | +596.9% | -419.4% | -7.2% |
| All | +1,422.9% | +1,049.4% | +373.5% | +287.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling