+533.3%
FAST vs MCO
+453.0%
+80.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | +4.2% | +0.5% | +3.7% | +3.9% |
| 30D | +6.7% | +9.8% | -3.1% | +2.1% |
| 3M | +8.0% | +4.3% | +3.8% | +5.6% |
| 6M | +27.4% | +16.5% | +11.0% | +17.9% |
| YTD | +40.5% | +0.1% | +40.4% | +37.6% |
| 1Y | +38.4% | +4.4% | +33.9% | +32.7% |
| 3Y | +98.7% | +51.6% | +47.1% | +55.4% |
| 5Y | +106.7% | +36.7% | +70.0% | +66.2% |
| All | +533.3% | +453.0% | +80.3% | +169.6% |
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