+140.7%
MS vs FANG
+228.0%
-87.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | -1.1% | +2.4% | -3.5% | -1.8% |
| 3M | +3.5% | +5.1% | -1.6% | +1.6% |
| 6M | +33.7% | +16.4% | +17.3% | +26.4% |
| YTD | +21.8% | +39.0% | -17.2% | +8.6% |
| 1Y | +41.1% | +50.6% | -9.5% | +22.2% |
| 3Y | +174.5% | +46.9% | +127.6% | +134.1% |
| 5Y | +140.7% | +238.2% | -97.6% | +46.7% |
| All | +140.7% | +228.0% | -87.4% | +46.7% |
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