+507.7%
FAST vs MDY
+170.4%
+337.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | +0.1% |
| 7D | +1.3% | +1.0% | +0.3% | +0.5% |
| 30D | -4.7% | -3.1% | -1.6% | -2.4% |
| 3M | +7.9% | +1.8% | +6.1% | +6.4% |
| 6M | +7.4% | +10.8% | -3.4% | -0.7% |
| YTD | +25.1% | +14.4% | +10.6% | +12.8% |
| 1Y | +4.7% | +15.2% | -10.5% | -6.3% |
| 3Y | +94.7% | +51.2% | +43.5% | +39.5% |
| 5Y | +106.8% | +47.2% | +59.5% | +49.7% |
| 10Y | +507.7% | +171.1% | +336.6% | +147.1% |
| All | +507.7% | +170.4% | +337.3% | +147.1% |
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