+105.3%
FAST vs MAR
+181.1%
-75.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +4.2% | +1.6% | +2.5% | +3.6% |
| 30D | +6.7% | +13.8% | -7.1% | +2.1% |
| 3M | +8.0% | +20.3% | -12.2% | +1.5% |
| 6M | +27.4% | +21.3% | +6.1% | +18.8% |
| YTD | +40.5% | +37.2% | +3.3% | +25.0% |
| 1Y | +38.4% | +48.4% | -10.1% | +19.7% |
| 3Y | +98.7% | +120.1% | -21.4% | +49.0% |
| All | +105.3% | +181.1% | -75.7% | +40.7% |
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