+509.1%
FAST vs MAR
+424.3%
+84.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -4.2% | +3.8% | +0.8% |
| 30D | -0.8% | -6.7% | +5.9% | +1.1% |
| 3M | +5.8% | -12.5% | +18.2% | +9.4% |
| 6M | +8.0% | +0.6% | +7.4% | +7.4% |
| YTD | +25.6% | +9.1% | +16.5% | +21.9% |
| 1Y | +0.8% | +26.2% | -25.4% | -6.2% |
| 3Y | +86.1% | +68.2% | +18.0% | +59.1% |
| 5Y | +100.2% | +163.9% | -63.7% | +50.1% |
| All | +509.1% | +424.3% | +84.8% | +238.1% |
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