+528.7%
FAST vs MKTX
+5.0%
+523.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.6% | -0.2% | -0.3% | -0.5% |
| 30D | -5.6% | +0.7% | -6.3% | -5.7% |
| 3M | +6.9% | +40.8% | -33.9% | -0.9% |
| 6M | +7.0% | -8.0% | +15.0% | +8.1% |
| YTD | +24.9% | -8.7% | +33.7% | +26.2% |
| 1Y | +6.5% | -11.8% | +18.3% | +8.2% |
| 3Y | +94.1% | -24.0% | +118.2% | +98.0% |
| 5Y | +107.7% | -60.3% | +168.0% | +141.5% |
| All | +528.7% | +5.0% | +523.7% | +447.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling