+181.9%
FANG vs MTSI
+561.3%
-379.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +2.9% | +2.2% | +0.7% | +2.3% |
| 30D | +2.6% | -11.5% | +14.2% | +5.2% |
| 3M | +7.6% | -26.6% | +34.2% | +13.9% |
| 6M | +17.3% | +23.5% | -6.2% | +6.3% |
| YTD | +38.7% | +60.5% | -21.8% | +15.5% |
| 1Y | +51.6% | +109.7% | -58.1% | +15.9% |
| 3Y | +50.0% | +247.8% | -197.9% | -4.7% |
| 5Y | +237.6% | +328.4% | -90.8% | +95.9% |
| All | +181.9% | +561.3% | -379.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling