+114.1%
FAST vs MSFU
+76.3%
+37.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +4.9% | +1.2% |
| 7D | -0.4% | -5.7% | +5.3% | +0.2% |
| 30D | -0.8% | +4.2% | -5.0% | -1.3% |
| 3M | +5.8% | +27.9% | -22.2% | +2.8% |
| 6M | +8.0% | +37.1% | -29.1% | +3.1% |
| YTD | +25.6% | -7.4% | +33.0% | +26.8% |
| 1Y | +0.8% | -19.6% | +20.4% | +4.0% |
| 3Y | +86.1% | +33.2% | +52.9% | +62.6% |
| All | +114.1% | +76.3% | +37.8% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling