+94.7%
FAST vs MCO
+44.0%
+50.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | +0.2% |
| 7D | +1.3% | -2.7% | +4.0% | +2.0% |
| 30D | -4.7% | +0.9% | -5.7% | -5.1% |
| 3M | +7.9% | +8.7% | -0.7% | +5.2% |
| 6M | +7.4% | +2.4% | +5.0% | +6.3% |
| YTD | +25.1% | -5.2% | +30.2% | +26.4% |
| 1Y | +4.7% | -4.4% | +9.1% | +5.2% |
| 3Y | +94.7% | +45.1% | +49.6% | +73.1% |
| All | +94.7% | +44.0% | +50.7% | +73.1% |
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