+499.9%
FAST vs MAS
+137.9%
+361.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.1% |
| 7D | -0.4% | -0.8% | +0.4% | 0.0% |
| 30D | -0.8% | -5.6% | +4.8% | +1.6% |
| 3M | +5.8% | +4.4% | +1.3% | +2.7% |
| 6M | +8.0% | +7.2% | +0.8% | +2.6% |
| YTD | +25.6% | +16.1% | +9.5% | +14.5% |
| 1Y | +0.8% | +0.1% | +0.7% | -1.9% |
| 3Y | +86.1% | +28.3% | +57.8% | +55.5% |
| 5Y | +100.2% | +30.5% | +69.7% | +62.0% |
| All | +499.9% | +137.9% | +361.9% | +247.7% |
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