+34.8%
FAST vs MDB
-9.9%
+44.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.7% | +2.9% |
| 7D | +3.8% | -0.9% | +4.8% | +3.8% |
| 30D | +8.1% | -15.2% | +23.2% | +8.2% |
| 3M | +5.8% | -17.9% | +23.7% | +6.0% |
| 6M | +24.9% | +9.3% | +15.5% | +24.8% |
| YTD | +38.9% | -22.0% | +60.9% | +39.8% |
| All | +34.8% | -9.9% | +44.7% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling