+105.2%
FANG vs MTSI
+231.3%
-126.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.6% |
| 7D | +2.1% | +29.1% | -27.0% | -2.2% |
| 30D | -7.5% | -20.4% | +12.9% | -4.8% |
| 3M | -8.2% | -20.9% | +12.7% | -6.2% |
| 6M | -6.4% | -32.3% | +25.8% | -2.8% |
| YTD | +24.1% | +43.5% | -19.4% | +5.2% |
| 1Y | +28.5% | +43.8% | -15.3% | +8.5% |
| 3Y | +29.8% | +218.8% | -189.0% | -17.3% |
| 5Y | +105.2% | +228.3% | -123.1% | +24.2% |
| All | +105.2% | +231.3% | -126.0% | +24.2% |
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