+456.5%
FAST vs MDB
+848.0%
-391.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.1% |
| 7D | +2.1% | -11.4% | +13.5% | +3.2% |
| 30D | +6.9% | -13.8% | +20.7% | +8.1% |
| 3M | +4.8% | -15.5% | +20.3% | +5.6% |
| 6M | +19.8% | +17.9% | +1.8% | +15.8% |
| YTD | +34.9% | -25.5% | +60.4% | +35.5% |
| 1Y | +32.8% | -12.1% | +44.9% | +30.7% |
| 3Y | +93.7% | -5.9% | +99.6% | +81.2% |
| 5Y | +105.3% | -43.7% | +149.0% | +91.4% |
| All | +456.5% | +848.0% | -391.5% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling