+9,707.3%
FAST vs MDY
+2,662.7%
+7,044.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -0.8% | -1.5% | +0.7% | +0.6% |
| 3M | +5.8% | +0.8% | +5.0% | +5.0% |
| 6M | +8.0% | +7.4% | +0.6% | +1.0% |
| YTD | +25.6% | +15.2% | +10.4% | +10.4% |
| 1Y | +0.8% | +16.5% | -15.7% | -12.7% |
| 3Y | +86.1% | +46.8% | +39.3% | +28.1% |
| 5Y | +100.2% | +46.0% | +54.2% | +36.2% |
| 10Y | +494.2% | +172.1% | +322.1% | +115.4% |
| All | +9,707.3% | +2,662.7% | +7,044.6% | +225.1% |
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 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