+74,290.4%
FAST vs MSI
+4,479.6%
+69,810.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.7% |
| 7D | +0.7% | +5.1% | -4.4% | -0.7% |
| 30D | +4.6% | +13.3% | -8.7% | +1.0% |
| 3M | +6.4% | +18.3% | -11.9% | +1.3% |
| 6M | +20.6% | +18.7% | +1.9% | +14.4% |
| YTD | +34.7% | +36.0% | -1.3% | +22.7% |
| 1Y | +29.7% | +32.6% | -2.9% | +18.9% |
| 3Y | +89.9% | +78.3% | +11.6% | +59.4% |
| 5Y | +105.0% | +121.6% | -16.6% | +61.5% |
| 10Y | +594.2% | +689.0% | -94.8% | +285.7% |
| All | +74,290.4% | +4,479.6% | +69,810.9% | +18,149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling