+94.7%
FAST vs MKSI
+191.2%
-96.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | +1.3% | +7.7% | -6.4% | +0.5% |
| 30D | -4.7% | -12.9% | +8.1% | -3.6% |
| 3M | +7.9% | -14.8% | +22.8% | +8.5% |
| 6M | +7.4% | +26.6% | -19.2% | +2.9% |
| YTD | +25.1% | +66.6% | -41.5% | +15.7% |
| 1Y | +4.7% | +144.6% | -139.9% | -8.2% |
| 3Y | +94.7% | +193.1% | -98.4% | +58.8% |
| All | +94.7% | +191.2% | -96.5% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling