+1,299.0%
FANG vs MTSI
+1,850.1%
-551.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.8% |
| 7D | +4.0% | +10.0% | -6.0% | +1.4% |
| 30D | -5.8% | -20.3% | +14.6% | -2.2% |
| 3M | -6.7% | -24.4% | +17.7% | -3.3% |
| 6M | -6.4% | -39.2% | +32.8% | +0.3% |
| YTD | +25.9% | +35.5% | -9.5% | +7.1% |
| 1Y | +31.1% | +43.0% | -11.9% | +9.5% |
| 3Y | +31.3% | +196.3% | -164.9% | -13.8% |
| 5Y | +108.3% | +210.0% | -101.7% | +30.9% |
| 10Y | +156.4% | +469.1% | -312.7% | +15.5% |
| All | +1,299.0% | +1,850.1% | -551.1% | +359.1% |
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