+1,208.5%
MA vs FANG
+1,373.6%
-165.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | -1.8% | -1.7% | 0.0% | -1.4% |
| 30D | +1.4% | +6.8% | -5.3% | +0.1% |
| 3M | +17.7% | +1.3% | +16.5% | +17.0% |
| 6M | +9.7% | +11.8% | -2.1% | +6.5% |
| YTD | +0.5% | +35.1% | -34.6% | -6.1% |
| 1Y | -2.1% | +48.9% | -51.0% | -10.5% |
| 3Y | +40.1% | +42.8% | -2.7% | +26.7% |
| 5Y | +67.5% | +230.3% | -162.8% | +25.0% |
| 10Y | +505.6% | +167.0% | +338.6% | +297.4% |
| All | +1,208.5% | +1,373.6% | -165.1% | +539.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling