+537.5%
FAST vs MSI
+663.2%
-125.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +5.0% | +2.6% | +2.4% | +3.9% |
| 30D | +8.6% | +18.1% | -9.6% | +1.0% |
| 3M | +6.9% | +13.2% | -6.3% | +1.2% |
| 6M | +29.6% | +36.3% | -6.7% | +12.8% |
| YTD | +41.4% | +39.5% | +1.9% | +20.5% |
| 1Y | +38.5% | +36.9% | +1.6% | +19.0% |
| 3Y | +98.7% | +76.1% | +22.6% | +49.0% |
| 5Y | +108.0% | +123.7% | -15.7% | +37.3% |
| All | +537.5% | +663.2% | -125.7% | +163.7% |
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