+22.5%
MA vs FANG
+32.3%
-9.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.9% | +8.9% | +3.4% |
| 7D | +10.2% | -11.3% | +21.5% | +8.8% |
| 30D | +19.3% | -0.7% | +20.0% | +19.1% |
| 3M | +18.0% | -4.2% | +22.1% | +17.5% |
| 6M | +33.7% | -13.5% | +47.2% | +32.3% |
| YTD | +18.6% | +23.7% | -5.1% | +22.8% |
| 1Y | +22.5% | +34.3% | -11.9% | +26.8% |
| All | +22.5% | +32.3% | -9.8% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling