+547.9%
FAST vs MDY
+180.7%
+367.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +0.6% |
| 7D | +3.8% | +0.7% | +3.2% | +3.2% |
| 30D | +8.1% | +1.3% | +6.8% | +6.9% |
| 3M | +5.8% | -4.1% | +9.9% | +9.0% |
| 6M | +24.9% | +1.0% | +23.9% | +23.7% |
| YTD | +38.9% | +13.3% | +25.6% | +26.2% |
| 1Y | +36.5% | +15.7% | +20.7% | +22.0% |
| 3Y | +98.1% | +59.6% | +38.6% | +36.7% |
| 5Y | +109.3% | +36.3% | +73.0% | +61.4% |
| 10Y | +547.9% | +173.6% | +374.3% | +195.6% |
| All | +547.9% | +180.7% | +367.2% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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