+531.8%
FAST vs MSCI
+789.3%
-257.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | +4.8% | +2.7% | +2.1% | +3.8% |
| 30D | +8.6% | +16.2% | -7.6% | +3.0% |
| 3M | +5.7% | +17.1% | -11.4% | -0.2% |
| 6M | +25.5% | +13.0% | +12.5% | +19.0% |
| YTD | +39.6% | +15.8% | +23.8% | +30.1% |
| 1Y | +35.5% | +15.5% | +20.0% | +26.3% |
| 3Y | +96.2% | +32.3% | +63.9% | +68.4% |
| 5Y | +110.2% | +8.2% | +102.0% | +89.5% |
| 10Y | +531.8% | +800.7% | -268.9% | +160.2% |
| All | +531.8% | +789.3% | -257.5% | +160.2% |
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