+524.8%
FAST vs MCO
+385.7%
+139.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -0.4% | -7.3% | +6.9% | +3.0% |
| 30D | -6.4% | -1.7% | -4.7% | -5.8% |
| 3M | +7.1% | +3.9% | +3.1% | +4.6% |
| 6M | +7.0% | +3.8% | +3.2% | +4.1% |
| YTD | +24.1% | -7.9% | +32.0% | +26.6% |
| 1Y | +4.4% | -6.8% | +11.2% | +5.5% |
| 3Y | +93.2% | +40.9% | +52.3% | +56.0% |
| 5Y | +106.4% | +27.5% | +78.9% | +71.2% |
| All | +524.8% | +385.7% | +139.0% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MCO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling