+547.9%
FAST vs MAR
+540.7%
+7.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | +8.1% | +14.0% | -5.9% | +4.2% |
| 3M | +5.8% | +18.1% | -12.3% | +1.0% |
| 6M | +24.9% | +18.6% | +6.3% | +18.7% |
| YTD | +38.9% | +35.3% | +3.7% | +27.0% |
| 1Y | +36.5% | +44.5% | -8.0% | +22.5% |
| 3Y | +98.1% | +120.7% | -22.6% | +57.8% |
| 5Y | +109.3% | +164.1% | -54.8% | +56.6% |
| 10Y | +547.9% | +515.5% | +32.4% | +286.2% |
| All | +547.9% | +540.7% | +7.2% | +286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling