+533.3%
FAST vs MSCI
+811.9%
-278.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -1.1% |
| 7D | +4.2% | +3.0% | +1.2% | +3.1% |
| 30D | +6.7% | +17.8% | -11.1% | +0.7% |
| 3M | +8.0% | +15.2% | -7.1% | +2.6% |
| 6M | +27.4% | +16.5% | +10.9% | +19.6% |
| YTD | +40.5% | +16.4% | +24.1% | +30.7% |
| 1Y | +38.4% | +16.8% | +21.5% | +28.5% |
| 3Y | +98.7% | +35.8% | +62.9% | +68.8% |
| 5Y | +106.7% | +7.0% | +99.7% | +87.1% |
| All | +533.3% | +811.9% | -278.5% | +152.6% |
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