+1,584.3%
FAST vs MSCI
+3,169.6%
-1,585.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.4% |
| 7D | +0.7% | +6.0% | -5.4% | -1.5% |
| 30D | +4.6% | +18.2% | -13.6% | -1.7% |
| 3M | +6.4% | +15.1% | -8.7% | +0.7% |
| 6M | +20.6% | +13.7% | +6.9% | +13.8% |
| YTD | +34.7% | +15.6% | +19.1% | +25.2% |
| 1Y | +29.7% | +16.3% | +13.3% | +20.1% |
| 3Y | +89.9% | +36.9% | +53.0% | +60.7% |
| 5Y | +105.0% | +6.3% | +98.7% | +85.9% |
| 10Y | +594.2% | +823.0% | -228.8% | +160.5% |
| All | +1,584.3% | +3,169.6% | -1,585.3% | +263.5% |
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