+31.6%
FAST vs MKSI
+40.1%
-8.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +1.9% |
| 7D | +3.4% | -10.7% | +14.1% | +3.9% |
| 30D | +5.5% | -30.5% | +36.0% | +7.3% |
| 3M | +7.6% | -39.2% | +46.7% | +10.1% |
| 6M | +19.8% | -33.0% | +52.8% | +20.1% |
| YTD | +35.5% | +22.3% | +13.1% | +28.3% |
| 1Y | +31.6% | +42.7% | -11.1% | +24.5% |
| All | +31.6% | +40.1% | -8.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling