+29.7%
FAST vs MLM
-14.6%
+44.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | +1.2% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | +4.6% | +7.9% | -3.3% | +1.8% |
| 3M | +6.4% | -4.5% | +10.8% | +8.2% |
| 6M | +20.6% | -12.6% | +33.2% | +26.9% |
| YTD | +34.7% | -14.9% | +49.5% | +37.2% |
| 1Y | +29.7% | -13.1% | +42.7% | +30.1% |
| All | +29.7% | -14.6% | +44.2% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling