+69,298.0%
FAST vs MSI
+4,035.2%
+65,262.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.0% |
| 7D | -0.4% | -3.7% | +3.3% | +0.7% |
| 30D | -0.8% | +6.8% | -7.6% | -2.7% |
| 3M | +5.8% | +14.3% | -8.5% | +1.8% |
| 6M | +8.0% | -1.6% | +9.6% | +7.9% |
| YTD | +25.6% | +22.8% | +2.8% | +17.9% |
| 1Y | +0.8% | -1.1% | +1.9% | +0.2% |
| 3Y | +86.1% | +70.5% | +15.6% | +58.0% |
| 5Y | +100.2% | +102.8% | -2.6% | +61.7% |
| 10Y | +494.2% | +597.4% | -103.2% | +241.6% |
| All | +69,298.0% | +4,035.2% | +65,262.8% | +17,422.4% |
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