+548.6%
FAST vs MLM
+140.5%
+408.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +4.3% | -5.8% | +10.1% | +6.7% |
| 30D | +8.3% | +9.8% | -1.5% | +4.2% |
| 3M | +6.5% | -5.2% | +11.7% | +8.3% |
| 6M | +29.5% | -10.3% | +39.8% | +34.0% |
| YTD | +41.3% | -15.5% | +56.7% | +49.0% |
| 1Y | +37.4% | -15.0% | +52.4% | +44.7% |
| 3Y | +98.5% | +17.5% | +81.1% | +82.7% |
| 5Y | +111.1% | +30.5% | +80.6% | +82.9% |
| 10Y | +548.6% | +145.5% | +403.1% | +317.7% |
| All | +548.6% | +140.5% | +408.0% | +317.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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