+574.2%
FAST vs MAS
+219.8%
+354.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | +0.9% |
| 7D | +0.7% | +4.6% | -3.9% | -1.4% |
| 30D | +4.6% | +19.9% | -15.2% | -3.8% |
| 3M | +6.4% | +8.9% | -2.5% | +1.8% |
| 6M | +20.6% | +20.2% | +0.4% | +9.3% |
| YTD | +34.7% | +33.9% | +0.8% | +14.5% |
| 1Y | +29.7% | +34.7% | -5.0% | +9.8% |
| 3Y | +89.9% | +60.4% | +29.5% | +42.6% |
| 5Y | +105.0% | +43.5% | +61.5% | +58.7% |
| All | +574.2% | +219.8% | +354.3% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling