+11,696.1%
FAST vs MCO
+7,698.6%
+3,997.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.6% |
| 7D | -0.4% | -4.2% | +3.8% | +1.3% |
| 30D | -0.8% | +2.2% | -3.0% | -1.7% |
| 3M | +5.8% | +10.1% | -4.4% | +1.5% |
| 6M | +8.0% | +5.3% | +2.7% | +5.0% |
| YTD | +25.6% | -2.7% | +28.4% | +25.0% |
| 1Y | +0.8% | -0.4% | +1.2% | -0.9% |
| 3Y | +86.1% | +49.0% | +37.1% | +54.2% |
| 5Y | +100.2% | +33.6% | +66.6% | +70.8% |
| 10Y | +494.2% | +395.3% | +98.9% | +199.8% |
| All | +11,696.1% | +7,698.6% | +3,997.5% | +1,981.8% |
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