+93.7%
FAST vs MSFU
+32.6%
+61.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.3% |
| 7D | +2.1% | +2.5% | -0.4% | +1.9% |
| 30D | +6.9% | -1.3% | +8.2% | +6.8% |
| 3M | +4.8% | +8.6% | -3.8% | +4.3% |
| 6M | +19.8% | +48.4% | -28.6% | +17.0% |
| YTD | +34.9% | +1.6% | +33.3% | +36.5% |
| 1Y | +32.8% | -5.8% | +38.5% | +35.5% |
| 3Y | +93.7% | +30.9% | +62.8% | +78.8% |
| All | +93.7% | +32.6% | +61.1% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling