+29.6%
FAST vs MKSI
-29.1%
+58.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | +5.0% | +25.3% | -20.3% | +4.7% |
| 30D | +8.6% | -10.5% | +19.1% | +8.5% |
| 3M | +6.9% | -27.7% | +34.7% | +7.1% |
| 6M | +29.6% | -28.8% | +58.4% | +28.1% |
| All | +29.6% | -29.1% | +58.7% | +28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling