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  • FAST vs M✓SelectedUSD · MFAST vs M performance historyLatest closeAs of-0.58%11/05
Stock and ETF performance explorer

FAST vs M

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+35,293.8%
M return
+425.5%
Excess return
+34,868.3%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMExcessAlpha
1D-0.6%-5.9%+5.3%+0.9%
7D+0.7%-2.1%+2.8%+1.1%
30D+4.6%+7.7%-3.1%+2.4%
3M+6.4%-4.4%+10.7%+7.0%
6M+20.6%+27.5%-6.9%+11.9%
YTD+34.7%+12.8%+21.9%+28.3%
1Y+29.7%+20.7%+8.9%+21.1%
3Y+89.9%+111.3%-21.4%+43.0%
5Y+105.0%-6.3%+111.3%+77.0%
10Y+594.2%+1.5%+592.7%+364.0%
All+35,293.8%+425.5%+34,868.3%+10,637.5%

Cumulative growth

Daily Returns

Daily percentage return beside M.

Daily Out/Under-Performance

Portfolio return minus M return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × M 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 M 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