+547.9%
FAST vs MSI
+689.5%
-141.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +1.9% |
| 7D | +3.8% | +8.3% | -4.5% | +0.3% |
| 30D | +8.1% | +18.9% | -10.8% | +0.3% |
| 3M | +5.8% | +13.2% | -7.4% | +0.1% |
| 6M | +24.9% | +38.3% | -13.4% | +8.0% |
| YTD | +38.9% | +38.9% | 0.0% | +18.7% |
| 1Y | +36.5% | +36.7% | -0.2% | +17.3% |
| 3Y | +98.1% | +76.6% | +21.6% | +48.3% |
| 5Y | +109.3% | +124.5% | -15.2% | +38.0% |
| 10Y | +547.9% | +674.5% | -126.6% | +170.7% |
| All | +547.9% | +689.5% | -141.6% | +170.7% |
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