+521.9%
FAST vs MCO
+393.2%
+128.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | +1.8% | -3.1% | +4.9% | +3.2% |
| 30D | -6.4% | -0.5% | -5.9% | -6.3% |
| 3M | +5.3% | +5.7% | -0.4% | +2.2% |
| 6M | +5.4% | +3.0% | +2.4% | +2.9% |
| YTD | +23.6% | -6.5% | +30.1% | +25.1% |
| 1Y | +4.1% | -5.8% | +9.8% | +4.6% |
| 3Y | +92.4% | +43.1% | +49.3% | +54.2% |
| 5Y | +106.1% | +29.5% | +76.6% | +69.8% |
| All | +521.9% | +393.2% | +128.7% | +170.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling