+531.8%
FAST vs MSI
+670.3%
-138.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.8% | +7.4% | -2.6% | +1.6% |
| 30D | +8.6% | +18.7% | -10.1% | +0.8% |
| 3M | +5.7% | +14.5% | -8.8% | -0.4% |
| 6M | +25.5% | +38.1% | -12.6% | +8.6% |
| YTD | +39.6% | +38.7% | +0.9% | +19.3% |
| 1Y | +35.5% | +35.4% | +0.1% | +16.9% |
| 3Y | +96.2% | +75.1% | +21.1% | +47.5% |
| 5Y | +110.2% | +126.4% | -16.2% | +38.1% |
| 10Y | +531.8% | +671.4% | -139.6% | +163.9% |
| All | +531.8% | +670.3% | -138.5% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling