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Saturday, December 30, 2023

Paper Portfolio – January 2024 Update

Site logo image Capital Flywheels posted: " As always, this is not investment advice! Please do your own due diligence and take your own financial situation into account. Everyone has a different financial situation, which means different tolerances for risk and ability to take risk. What is appro" Capital Flywheels

Paper Portfolio – January 2024 Update

Capital Flywheels

Dec 30

As always, this is not investment advice! Please do your own due diligence and take your own financial situation into account. Everyone has a different financial situation, which means different tolerances for risk and ability to take risk. What is appropriate for me may not be appropriate for you.


Markets closed out 2023 with a bang.

The SPY ended up an incredible 26.2%, despite significant shocks throughout the year from rising interest rates, bank runs, and more.

Except for the bank runs, 2023 played out much like what we anticipated 12 months ago:

Looking forward into 2023, the first half will likely remain choppy. The Fed will likely continue to raise interest rates, which will further tighten liquidity available to capital markets and slow economic growth. These developments will likely continue to put a ceiling on stocks and equity multiples. However, the dynamics should be different by second half of 2023. We do not need the Fed to reduce interest rates or for economic growth to accelerate to do well. We simply need these two factors to stop applying negative pressure at the margin. At the end of the day, most of the businesses in the Paper Portfolio are still growing quite well (though not all…names like Snap have decelerated far more dramatically than I had anticipated) but not enough to offset equity multiple compression. If the external pressure abates and multiples bottom, then we can at least start to rebuild and grow off of that lower base.

Source: Paper Portfolio – January 2023 Update

Stocks indeed were very choppy in 1H23 before powering on to a stellar close in 2H23.

This outcome has likely surprised most people since investors, economists, and strategists were forecasting very negative scenarios at the beginning of 2023.

Not only was inflation expected to remain very high and sticky, many talking heads in the media believed that the Fed was still behind the curve and needed to bring interest rates far, far higher (and these views dominated even until late summer).

2023 played out almost exactly the opposite of consensus.

Inflation actually came down.

Rates did go up...but nowhere near what the talking heads suggested.

Interestingly enough, if we look at longer-dated Treasuries that are more reflective of the actual rates that affect real economy borrowing, the 10 year Treasury ended the year basically where it started:

This probably was not on most people's bingo cards.

(Another thing not on people's bingo cards includes the dominance of US markets over most international markets including China. At the beginning of the year, it was fairly consensus to believe that emerging markets, especially China would outperform due to reopening and less inflationary pressures. Reality turned out very different.)

Years like 2023 remind us that markets are not easy to understand and predict...but the rewards for non-consensus thinking can be significant. Consensus is usually right, but every now and then we get an opportunity like 2023. And when those opportunities come along, we must seize them.

Looking ahead, expectations for 2024 appear to be more amorphous. While investors are now expecting fairly deep rate cuts (perhaps an opportunity to fade this since this is possibly too aggressive of an expectation...), there are fewer dominant / dominating narratives.

But there are a number of things we should pay attention to in addition to the rate / inflation trajectory. A number of countries will be holding important elections in 2024, including Taiwan in January and US in November.

We live in a Chaotic Era, an Era of Change. Change is already happening all around us, but elections tend to be a time where changes that are only thinly visible can suddenly crystallize. And in these moments of crystallization, change can lead to more changes much as action leads to reactions.

All of this continues to suggest that investing behind strong business models and secular trends while maintaining some amount of portfolio nimbleness should remain the dominant strategy.

Turning to the Paper Portfolio, the Paper Portfolio returned 14.4% in December vs 4.5% for the SPY. This brings YTD returns to 45.7% vs 26.2%, respectively. Since inception, the Paper Portfolio remains slightly behind the SPY with respective CAGRs at 9.8% vs 13.1%. The dominance of the "Magnificent 7" mega cap stocks has been hard to overcome, especially with meaningful exposure to lagging small caps.

During December, the Paper Portfolio continued to benefit from the strong repricing of inflation and rate expectations. The market's expectations on inflation is now rapidly converging with what we have been expecting over the past year. Even then, the market is probably still not seeing the full picture, yet. Inflation is falling very rapidly...and this is obscured if you only look at the YoY inflation numbers. As we discussed last month, if you look at the inflation for the last few months and annualize it, inflation is running already well below 3%.

The market is also now aggressively expecting rate cuts in 2024. This is somewhat concerning. While I expect some rate cuts, the market is now pricing in well over 1% of cuts, which might be too aggressive. Given the strong run recently, it may make sense to take a more nimble stance as we head into 2024.

From an attributions perspective, here's how each name contributed to full year performance:

The good thing is that most of of our highest weighted names were also amongst the best absolute performers. However, the Paper Portfolio did have a number of very weak performers near the top, which dragged on performance. KIND, SE, and MRNA were particularly problematic. Perhaps we could have done things differently in hindsight, but I continue to believe these stocks have significant value.

Moderna is an interesting case. 2023 ended up being a very bad year, which perhaps could have been foreseen in hindsight. Covid is now largely behind us, so a Covid stock like Moderna likely would not have worked. But looking forward, Moderna remains a very interesting business because mRNA technology remains one of the most promising avenues of exploration. For example, in December, Moderna published data for their melanoma cancer vaccine. Moderna's vaccine reduced death or recurrence by 49% compared to Keytruda alone. Moderna only has covid products on the market at the moment, but there's clearly a lot more cooking that investors have not been willing to give them credit for.

Alright let's see what 2024 brings.

Onward.


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Disclosures: Of the stocks mentioned, I own shares in PINS, KIND, NET, SE, ENVX, U, MRNA, SNAP, OKTA, SDGR. I have no intention to transact in any shares mentioned in the next 48 hours.


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