+30.9%
FAST vs MAR
+43.8%
-12.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.1% | +4.3% | -2.2% | +0.8% |
| 30D | +6.9% | +16.8% | -9.9% | +2.2% |
| 3M | +4.8% | +16.0% | -11.2% | +0.4% |
| 6M | +19.8% | +16.5% | +3.3% | +13.8% |
| YTD | +34.9% | +35.0% | -0.1% | +19.7% |
| All | +30.9% | +43.8% | -12.8% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling