+1,471.3%
FAST vs MSCI
+2,756.4%
-1,285.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 6M | +8.0% | +0.8% | +7.2% | +6.4% |
| YTD | +25.6% | +1.0% | +24.6% | +22.9% |
| 1Y | +0.8% | +4.3% | -3.5% | -3.1% |
| 3Y | +86.1% | +9.9% | +76.2% | +71.0% |
| 5Y | +100.2% | -6.8% | +107.0% | +90.5% |
| 10Y | +494.2% | +614.7% | -120.5% | +145.7% |
| All | +1,471.3% | +2,756.4% | -1,285.1% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling