+93.4%
FAST vs MSFU
+35.1%
+58.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | -0.2% |
| 7D | +0.7% | +1.0% | -0.4% | +0.6% |
| 30D | +4.6% | +0.6% | +4.0% | +4.5% |
| 3M | +6.4% | +16.4% | -10.0% | +5.4% |
| 6M | +20.6% | +53.0% | -32.4% | +17.6% |
| YTD | +34.7% | +3.5% | +31.2% | +36.2% |
| 1Y | +29.7% | -7.8% | +37.5% | +33.1% |
| All | +93.4% | +35.1% | +58.3% | +78.3% |
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