+98.7%
FAST vs MGY
+23.9%
+74.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | +4.2% | +4.5% | -0.4% | +3.4% |
| 30D | +6.7% | -0.4% | +7.1% | +6.6% |
| 3M | +8.0% | -4.3% | +12.4% | +8.4% |
| 6M | +27.4% | -12.9% | +40.3% | +29.6% |
| YTD | +40.5% | +15.2% | +25.3% | +33.2% |
| 1Y | +38.4% | +10.3% | +28.0% | +32.3% |
| 3Y | +98.7% | +23.6% | +75.1% | +90.0% |
| All | +98.7% | +23.9% | +74.8% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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