+111.1%
FAST vs MAR
+178.7%
-67.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +4.3% | +1.0% | +3.3% | +3.9% |
| 30D | +8.3% | +16.2% | -7.9% | +2.9% |
| 3M | +6.5% | +23.1% | -16.6% | -0.8% |
| 6M | +29.5% | +22.0% | +7.6% | +20.5% |
| YTD | +41.3% | +39.2% | +2.1% | +25.1% |
| 1Y | +37.4% | +48.3% | -10.9% | +18.9% |
| 3Y | +98.5% | +123.4% | -24.9% | +48.2% |
| 5Y | +111.1% | +185.4% | -74.3% | +44.4% |
| All | +111.1% | +178.7% | -67.6% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling