+7,366.3%
FAST vs MKSI
+2,161.7%
+5,204.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.2% |
| 7D | -0.4% | +1.8% | -2.1% | -0.8% |
| 30D | -0.8% | -16.8% | +16.0% | +3.0% |
| 3M | +5.8% | -21.1% | +26.9% | +9.0% |
| 6M | +8.0% | +10.8% | -2.9% | +2.2% |
| YTD | +25.6% | +63.3% | -37.7% | +8.0% |
| 1Y | +0.8% | +157.0% | -156.2% | -23.3% |
| 3Y | +86.1% | +163.7% | -77.6% | +32.0% |
| 5Y | +100.2% | +82.0% | +18.3% | +49.8% |
| 10Y | +494.2% | +467.2% | +27.0% | +213.5% |
| All | +7,366.3% | +2,161.7% | +5,204.6% | +2,692.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling