+537.5%
FAST vs MKSI
+357.3%
+180.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | +5.0% | +25.3% | -20.3% | +0.2% |
| 30D | +8.6% | -10.5% | +19.1% | +10.3% |
| 3M | +6.9% | -27.7% | +34.7% | +13.0% |
| 6M | +29.6% | -28.8% | +58.4% | +34.4% |
| YTD | +41.4% | +39.0% | +2.4% | +24.6% |
| 1Y | +38.5% | +45.2% | -6.7% | +20.5% |
| 3Y | +98.7% | +218.8% | -120.1% | +30.5% |
| 5Y | +108.0% | +38.1% | +70.0% | +64.9% |
| All | +537.5% | +357.3% | +180.2% | +242.2% |
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