+473.1%
FAST vs MDB
+892.0%
-419.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.7% | +2.5% |
| 7D | +3.8% | -0.9% | +4.8% | +3.9% |
| 30D | +8.1% | -15.2% | +23.2% | +9.5% |
| 3M | +5.8% | -17.9% | +23.7% | +6.9% |
| 6M | +24.9% | +9.3% | +15.5% | +21.8% |
| YTD | +38.9% | -22.0% | +60.9% | +39.0% |
| 1Y | +36.5% | -9.3% | +45.8% | +34.0% |
| 3Y | +98.1% | -10.4% | +108.5% | +86.8% |
| 5Y | +109.3% | -43.2% | +152.5% | +95.2% |
| All | +473.1% | +892.0% | -419.0% | +264.6% |
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