+122.9%
MS vs FANG
+108.7%
+14.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | +5.1% | +4.0% | +1.1% | +4.1% |
| 30D | +5.7% | -5.8% | +11.4% | +6.9% |
| 3M | -12.2% | -6.7% | -5.5% | -11.2% |
| 6M | -0.5% | -6.4% | +5.9% | -0.1% |
| YTD | +9.8% | +25.9% | -16.1% | -0.2% |
| 1Y | +17.7% | +31.1% | -13.4% | +5.5% |
| 3Y | +176.8% | +31.3% | +145.5% | +142.0% |
| All | +122.9% | +108.7% | +14.2% | +62.5% |
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 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