+90.1%
FAST vs MDY
+48.1%
+42.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.8% | -1.5% | +0.7% | +0.2% |
| 3M | +5.8% | +0.8% | +5.0% | +5.2% |
| 6M | +8.0% | +7.4% | +0.6% | +2.9% |
| YTD | +25.6% | +15.2% | +10.4% | +14.8% |
| 1Y | +0.8% | +16.5% | -15.7% | -8.7% |
| All | +90.1% | +48.1% | +42.0% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling