+32.8%
FAST vs MAR
+48.4%
-15.6%
-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% | +0.9% |
| 30D | +6.9% | +16.8% | -9.9% | +2.3% |
| 3M | +4.8% | +16.0% | -11.2% | +0.5% |
| 6M | +19.8% | +16.5% | +3.3% | +14.0% |
| YTD | +34.9% | +35.0% | -0.1% | +20.4% |
| 1Y | +32.8% | +49.4% | -16.6% | +14.8% |
| All | +32.8% | +48.4% | -15.6% | +14.8% |
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