+5.6%
MSCI vs FANG
+108.7%
-103.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +3.0% | +4.0% | -1.0% | +2.4% |
| 30D | +17.8% | -5.8% | +23.5% | +18.5% |
| 3M | +15.2% | -6.7% | +21.9% | +15.9% |
| 6M | +16.5% | -6.4% | +22.9% | +16.8% |
| YTD | +16.4% | +25.9% | -9.6% | +10.3% |
| 1Y | +16.8% | +31.1% | -14.3% | +9.8% |
| 3Y | +35.8% | +31.3% | +4.4% | +23.5% |
| All | +5.6% | +108.7% | -103.1% | -15.9% |
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