+105.3%
FAST vs MSI
+124.3%
-19.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +4.2% | +3.2% | +0.9% | +2.8% |
| 30D | +6.7% | +17.6% | -10.9% | -0.2% |
| 3M | +8.0% | +14.5% | -6.5% | +2.1% |
| 6M | +27.4% | +34.3% | -6.8% | +12.3% |
| YTD | +40.5% | +39.7% | +0.8% | +20.0% |
| 1Y | +38.4% | +40.2% | -1.8% | +17.9% |
| 3Y | +98.7% | +77.1% | +21.5% | +45.1% |
| All | +105.3% | +124.3% | -19.0% | +29.6% |
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