+105.3%
FAST vs MSI
+118.7%
-13.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.1% | +4.7% | -2.6% | +0.1% |
| 30D | +6.9% | +14.8% | -7.9% | +1.0% |
| 3M | +4.8% | +8.8% | -4.0% | +1.1% |
| 6M | +19.8% | +19.3% | +0.5% | +10.4% |
| YTD | +34.9% | +35.3% | -0.4% | +16.7% |
| 1Y | +32.8% | +33.8% | -1.0% | +15.4% |
| 3Y | +93.7% | +74.4% | +19.3% | +42.0% |
| All | +105.3% | +118.7% | -13.4% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling