+524.8%
FAST vs MKSI
+511.3%
+13.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | -0.4% | +4.9% | -5.3% | -1.5% |
| 30D | -6.4% | -11.0% | +4.5% | -4.4% |
| 3M | +7.1% | -17.1% | +24.1% | +9.0% |
| 6M | +7.0% | +16.4% | -9.4% | +0.3% |
| YTD | +24.1% | +64.3% | -40.2% | +6.7% |
| 1Y | +4.4% | +137.7% | -133.3% | -18.9% |
| 3Y | +93.2% | +189.1% | -95.9% | +32.7% |
| 5Y | +106.4% | +83.1% | +23.2% | +54.1% |
| All | +524.8% | +511.3% | +13.4% | +193.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling