+182.7%
MS vs FANG
+43.6%
+139.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | 0.0% | +2.4% | -2.4% | -0.6% |
| 3M | +3.0% | +4.9% | -1.9% | +1.5% |
| 6M | +35.7% | +12.0% | +23.6% | +29.9% |
| YTD | +23.3% | +37.1% | -13.8% | +10.1% |
| 1Y | +44.7% | +52.3% | -7.6% | +23.9% |
| All | +182.7% | +43.6% | +139.1% | +138.6% |
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