+38.1%
MA vs FANG
+45.6%
-7.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.5% |
| 7D | -3.5% | +1.2% | -4.7% | -3.6% |
| 30D | +0.7% | +2.4% | -1.7% | +0.4% |
| 3M | +15.8% | +5.1% | +10.7% | +15.1% |
| 6M | +10.2% | +16.4% | -6.2% | +7.7% |
| YTD | -0.5% | +39.0% | -39.4% | -5.4% |
| 1Y | -1.8% | +50.6% | -52.4% | -8.1% |
| All | +38.1% | +45.6% | -7.4% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling