+74,726.3%
FAST vs MAS
+1,727.7%
+72,998.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -4.0% | -0.3% |
| 7D | +3.4% | +14.2% | -10.7% | -1.4% |
| 30D | +5.5% | +26.8% | -21.3% | -3.3% |
| 3M | +7.6% | +13.1% | -5.5% | +2.5% |
| 6M | +19.8% | +27.9% | -8.1% | +8.6% |
| YTD | +35.5% | +38.7% | -3.2% | +18.3% |
| 1Y | +31.6% | +40.4% | -8.8% | +14.4% |
| 3Y | +91.0% | +66.1% | +24.9% | +53.6% |
| 5Y | +105.1% | +47.4% | +57.7% | +69.4% |
| 10Y | +598.2% | +238.3% | +359.9% | +324.6% |
| All | +74,726.3% | +1,727.7% | +72,998.6% | +23,159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling