+34.3%
FANG vs MSTU
-88.0%
+122.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.3% | -15.3% | -4.7% |
| 7D | -11.3% | -4.8% | -6.5% | -11.3% |
| 30D | -0.7% | -29.6% | +28.9% | -0.8% |
| 3M | -4.2% | +69.4% | -73.5% | -3.4% |
| 6M | -13.5% | -62.2% | +48.8% | -12.5% |
| YTD | +23.7% | -61.1% | +84.8% | +26.7% |
| 1Y | +34.3% | -87.2% | +121.5% | +41.5% |
| All | +34.3% | -88.0% | +122.3% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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