+503.0%
MA vs FANG
+182.5%
+320.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.7% | +2.9% | -4.6% | -2.3% |
| 30D | +1.7% | +2.6% | -0.9% | +1.1% |
| 3M | +17.2% | +7.6% | +9.6% | +15.2% |
| 6M | +13.3% | +17.3% | -4.0% | +9.0% |
| YTD | +0.2% | +38.7% | -38.5% | -7.0% |
| 1Y | -2.7% | +51.6% | -54.4% | -11.5% |
| 3Y | +39.1% | +50.0% | -10.9% | +24.2% |
| 5Y | +68.8% | +237.6% | -168.8% | +24.1% |
| All | +503.0% | +182.5% | +320.5% | +294.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling