+2,021.3%
MSFT vs FANG
+1,395.6%
+625.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | -1.0% | -0.4% | -0.7% | -1.0% |
| 30D | -2.7% | +2.4% | -5.1% | -3.0% |
| 3M | +22.1% | +4.9% | +17.2% | +21.1% |
| 6M | +20.6% | +12.0% | +8.5% | +18.3% |
| YTD | +2.3% | +37.1% | -34.8% | -2.3% |
| 1Y | -0.5% | +52.3% | -52.8% | -6.5% |
| 3Y | +50.5% | +45.0% | +5.6% | +40.6% |
| 5Y | +72.3% | +231.0% | -158.6% | +42.3% |
| 10Y | +885.0% | +177.5% | +707.5% | +651.7% |
| All | +2,021.3% | +1,395.6% | +625.7% | +1,282.7% |
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 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