+537.5%
FAST vs MCO
+451.2%
+86.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | +5.0% | -1.7% | +6.7% | +5.8% |
| 30D | +8.6% | +9.1% | -0.6% | +4.2% |
| 3M | +6.9% | +6.2% | +0.7% | +3.6% |
| 6M | +29.6% | +12.6% | +17.0% | +21.6% |
| YTD | +41.4% | -0.2% | +41.6% | +38.7% |
| 1Y | +38.5% | +4.1% | +34.4% | +33.1% |
| 3Y | +98.7% | +50.6% | +48.1% | +55.9% |
| 5Y | +108.0% | +36.2% | +71.8% | +67.5% |
| All | +537.5% | +451.2% | +86.2% | +171.7% |
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