+10,430.7%
FAST vs MDY
+2,534.4%
+7,896.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | -0.4% |
| 7D | +2.1% | -1.7% | +3.7% | +3.5% |
| 30D | +6.9% | -0.9% | +7.8% | +7.6% |
| 3M | +4.8% | -5.7% | +10.6% | +10.3% |
| 6M | +19.8% | -2.9% | +22.7% | +22.6% |
| YTD | +34.9% | +9.8% | +25.1% | +23.5% |
| 1Y | +32.8% | +13.5% | +19.3% | +17.9% |
| 3Y | +93.7% | +51.9% | +41.8% | +29.3% |
| 5Y | +105.3% | +32.0% | +73.3% | +52.9% |
| 10Y | +595.4% | +176.5% | +418.9% | +146.9% |
| All | +10,430.7% | +2,534.4% | +7,896.3% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling