+107.2%
FAST vs MDB
-28.4%
+135.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.8% | +1.1% |
| 7D | -0.4% | -17.4% | +17.1% | +1.1% |
| 30D | -0.8% | -2.0% | +1.2% | -0.8% |
| 3M | +5.8% | -3.0% | +8.8% | +5.5% |
| 6M | +8.0% | +48.7% | -40.7% | +3.3% |
| YTD | +25.6% | -12.1% | +37.8% | +25.2% |
| 1Y | +0.8% | +14.5% | -13.7% | -2.3% |
| 3Y | +86.1% | -6.1% | +92.3% | +77.3% |
| All | +107.2% | -28.4% | +135.6% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling