+620.6%
MSCI vs FANG
+182.5%
+438.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -3.2% | +2.9% | -6.1% | -3.6% |
| 30D | -1.1% | +2.6% | -3.8% | -1.5% |
| 3M | -6.3% | +7.6% | -13.9% | -7.6% |
| 6M | +2.1% | +17.3% | -15.2% | -0.8% |
| YTD | -2.3% | +38.7% | -40.9% | -7.6% |
| 1Y | -3.9% | +51.6% | -55.6% | -10.6% |
| 3Y | +7.5% | +50.0% | -42.5% | -1.5% |
| 5Y | -9.8% | +237.6% | -247.3% | -27.9% |
| All | +620.6% | +182.5% | +438.1% | +413.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling