+499.9%
FAST vs MSCI
+610.9%
-111.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -0.8% | +0.6% | -1.3% | -1.1% |
| 3M | +5.8% | -7.1% | +12.8% | +7.8% |
| 6M | +8.0% | +0.8% | +7.2% | +6.4% |
| YTD | +25.6% | +1.0% | +24.6% | +23.0% |
| 1Y | +0.8% | +4.3% | -3.5% | -3.0% |
| 3Y | +86.1% | +9.9% | +76.2% | +70.8% |
| 5Y | +100.2% | -6.8% | +107.0% | +90.0% |
| All | +499.9% | +610.9% | -111.0% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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