+4.4%
FAST vs MKSI
+143.3%
-139.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.5% |
| 7D | -0.4% | +4.9% | -5.3% | -0.6% |
| 30D | -6.4% | -11.0% | +4.5% | -6.1% |
| 3M | +7.1% | -17.1% | +24.1% | +7.2% |
| 6M | +7.0% | +16.4% | -9.4% | +5.1% |
| YTD | +24.1% | +64.3% | -40.2% | +22.8% |
| 1Y | +4.4% | +137.7% | -133.3% | +7.9% |
| All | +4.4% | +143.3% | -139.0% | +7.9% |
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