+2,352.0%
MSCI vs FANG
+1,395.6%
+956.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | -1.2% | +2.4% | -3.6% | -1.5% |
| 3M | -8.4% | +4.9% | -13.3% | -9.3% |
| 6M | -1.0% | +12.0% | -13.1% | -3.2% |
| YTD | -2.3% | +37.1% | -39.4% | -7.5% |
| 1Y | -1.2% | +52.3% | -53.4% | -8.1% |
| 3Y | +7.9% | +45.0% | -37.0% | -0.5% |
| 5Y | -10.1% | +231.0% | -241.0% | -27.9% |
| 10Y | +631.0% | +177.5% | +453.5% | +417.2% |
| All | +2,352.0% | +1,395.6% | +956.4% | +1,235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling