+157.0%
MKSI vs FANG
+43.7%
+113.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.0% |
| 7D | +1.8% | +0.8% | +1.0% | +1.9% |
| 30D | -16.8% | +7.6% | -24.4% | -15.8% |
| 3M | -21.1% | -1.3% | -19.8% | -20.1% |
| 6M | +10.8% | +14.7% | -3.8% | +12.7% |
| YTD | +63.3% | +34.8% | +28.5% | +63.8% |
| 1Y | +157.0% | +42.9% | +114.0% | +147.5% |
| All | +157.0% | +43.7% | +113.2% | +147.5% |
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