+13,008.4%
FAST vs MCO
+7,969.8%
+5,038.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.8% | +1.4% | +3.4% | +4.2% |
| 30D | +8.6% | +10.0% | -1.4% | +4.5% |
| 3M | +5.7% | +7.0% | -1.3% | +2.6% |
| 6M | +25.5% | +13.7% | +11.8% | +18.5% |
| YTD | +39.6% | +0.6% | +39.0% | +36.8% |
| 1Y | +35.5% | +6.2% | +29.3% | +29.9% |
| 3Y | +96.2% | +51.9% | +44.3% | +61.3% |
| 5Y | +110.2% | +37.5% | +72.7% | +77.1% |
| 10Y | +531.8% | +459.4% | +72.5% | +203.9% |
| All | +13,008.4% | +7,969.8% | +5,038.6% | +2,177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling