+96.2%
FAST vs MCO
+53.0%
+43.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.8% | +1.4% | +3.4% | +4.4% |
| 30D | +8.6% | +10.0% | -1.4% | +5.7% |
| 3M | +5.7% | +7.0% | -1.3% | +3.6% |
| 6M | +25.5% | +13.7% | +11.8% | +20.5% |
| YTD | +39.6% | +0.6% | +39.0% | +38.8% |
| 1Y | +35.5% | +6.2% | +29.3% | +31.7% |
| 3Y | +96.2% | +51.9% | +44.3% | +57.3% |
| All | +96.2% | +53.0% | +43.2% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling