+21.2%
FANG vs MSTU
-88.1%
+109.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.2% | +1.6% |
| 7D | +1.2% | -22.0% | +23.2% | +1.9% |
| 30D | +2.4% | +60.3% | -57.9% | +0.3% |
| 3M | +5.1% | -3.7% | +8.8% | +4.2% |
| 6M | +16.4% | -45.2% | +61.6% | +16.5% |
| YTD | +39.0% | -64.3% | +103.3% | +39.8% |
| 1Y | +50.6% | -94.0% | +144.6% | +64.6% |
| All | +21.2% | -88.1% | +109.3% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling