+108.6%
FAST vs MKTX
-61.3%
+169.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | -4.7% | +1.0% | -5.7% | -4.9% |
| 3M | +7.9% | +41.3% | -33.3% | +2.1% |
| 6M | +7.4% | -11.3% | +18.8% | +9.8% |
| YTD | +25.1% | -8.6% | +33.6% | +27.0% |
| 1Y | +4.7% | -11.1% | +15.8% | +6.7% |
| 3Y | +94.7% | -24.5% | +119.2% | +98.8% |
| All | +108.6% | -61.3% | +169.9% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling