+230.3%
FANG vs MTSI
+331.9%
-101.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | -1.7% | +4.9% | -6.6% | -2.6% |
| 30D | +6.8% | -11.6% | +18.3% | +8.8% |
| 3M | +1.3% | -24.1% | +25.3% | +5.5% |
| 6M | +11.8% | +32.4% | -20.6% | +0.5% |
| YTD | +35.1% | +60.4% | -25.4% | +14.0% |
| 1Y | +48.9% | +111.0% | -62.0% | +15.0% |
| 3Y | +42.8% | +246.1% | -203.3% | -9.5% |
| 5Y | +230.3% | +340.3% | -110.0% | +85.0% |
| All | +230.3% | +331.9% | -101.6% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling