+4.1%
FAST vs MCO
-5.3%
+9.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +1.8% | -3.1% | +4.9% | +2.1% |
| 30D | -6.4% | -0.5% | -5.9% | -6.4% |
| 3M | +5.3% | +5.7% | -0.4% | +4.9% |
| 6M | +5.4% | +3.0% | +2.4% | +5.2% |
| YTD | +23.6% | -6.5% | +30.1% | +24.5% |
| 1Y | +4.1% | -5.8% | +9.8% | +2.0% |
| All | +4.1% | -5.3% | +9.4% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling