+5,917.4%
FAST vs MAR
+2,498.9%
+3,418.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -4.2% | +3.8% | +1.3% |
| 30D | -0.8% | -6.7% | +5.9% | +1.9% |
| 3M | +5.8% | -12.5% | +18.2% | +10.9% |
| 6M | +8.0% | +0.6% | +7.4% | +7.1% |
| YTD | +25.6% | +9.1% | +16.5% | +20.3% |
| 1Y | +0.8% | +26.2% | -25.4% | -9.1% |
| 3Y | +86.1% | +68.2% | +18.0% | +47.8% |
| 5Y | +100.2% | +163.9% | -63.7% | +28.7% |
| 10Y | +494.2% | +420.6% | +73.6% | +152.4% |
| All | +5,917.4% | +2,498.9% | +3,418.5% | +1,176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling