+94.6%
FAST vs MAS
+67.0%
+27.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -4.0% | -0.1% |
| 7D | +3.4% | +14.2% | -10.7% | -0.9% |
| 30D | +5.5% | +26.8% | -21.3% | -2.3% |
| 3M | +7.6% | +13.1% | -5.5% | +3.2% |
| 6M | +19.8% | +27.9% | -8.1% | +9.5% |
| YTD | +35.5% | +38.7% | -3.2% | +19.0% |
| 1Y | +31.6% | +40.4% | -8.8% | +15.1% |
| All | +94.6% | +67.0% | +27.6% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling