+108.0%
FAST vs MKSI
+40.0%
+68.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | +5.0% | +25.3% | -20.3% | +1.5% |
| 30D | +8.6% | -10.5% | +19.1% | +9.9% |
| 3M | +6.9% | -27.7% | +34.7% | +11.4% |
| 6M | +29.6% | -28.8% | +58.4% | +33.2% |
| YTD | +41.4% | +39.0% | +2.4% | +28.1% |
| 1Y | +38.5% | +45.2% | -6.7% | +24.2% |
| 3Y | +98.7% | +218.8% | -120.1% | +39.3% |
| 5Y | +108.0% | +38.1% | +70.0% | +73.4% |
| All | +108.0% | +40.0% | +68.1% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling