+84.3%
MKSI vs FANG
+232.6%
-148.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +2.7% | +2.9% | -0.2% | +1.7% |
| 30D | -12.8% | +2.6% | -15.4% | -13.7% |
| 3M | -22.5% | +7.6% | -30.1% | -25.1% |
| 6M | +19.4% | +17.3% | +2.1% | +10.1% |
| YTD | +67.7% | +38.7% | +29.0% | +43.3% |
| 1Y | +131.4% | +51.6% | +79.8% | +89.4% |
| 3Y | +197.3% | +50.0% | +147.4% | +145.1% |
| All | +84.3% | +232.6% | -148.3% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling