+1,397.3%
FANG vs MTSI
+2,160.1%
-762.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.7% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | +7.6% | +2.1% | +5.5% | +6.2% |
| 3M | -1.3% | -29.7% | +28.4% | +5.5% |
| 6M | +14.7% | +12.5% | +2.1% | +6.5% |
| YTD | +34.8% | +57.0% | -22.2% | +13.6% |
| 1Y | +42.9% | +103.9% | -61.0% | +11.2% |
| 3Y | +43.8% | +223.6% | -179.8% | -5.0% |
| 5Y | +225.8% | +321.6% | -95.7% | +94.5% |
| 10Y | +171.9% | +517.7% | -345.8% | +23.0% |
| All | +1,397.3% | +2,160.1% | -762.8% | +387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling