+1,272.2%
MKSI vs FANG
+1,412.9%
-140.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +2.7% | +2.9% | -0.2% | +1.9% |
| 30D | -12.8% | +2.6% | -15.4% | -13.4% |
| 3M | -22.5% | +7.6% | -30.1% | -24.4% |
| 6M | +19.4% | +17.3% | +2.1% | +13.1% |
| YTD | +67.7% | +38.7% | +29.0% | +51.4% |
| 1Y | +131.4% | +51.6% | +79.8% | +103.6% |
| 3Y | +197.3% | +50.0% | +147.4% | +163.1% |
| 5Y | +87.0% | +237.6% | -150.6% | +34.3% |
| 10Y | +522.1% | +180.7% | +341.4% | +301.2% |
| All | +1,272.2% | +1,412.9% | -140.7% | +528.0% |
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