+62.4%
FAST vs MSTU
-90.1%
+152.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.1% | +8.1% | +3.1% |
| 7D | +3.8% | -9.3% | +13.1% | +4.0% |
| 30D | +8.1% | -38.3% | +46.4% | +9.2% |
| 3M | +5.8% | +24.0% | -18.2% | +4.1% |
| 6M | +24.9% | -72.1% | +96.9% | +27.9% |
| YTD | +38.9% | -70.2% | +109.1% | +39.5% |
| 1Y | +36.5% | -89.6% | +126.1% | +42.7% |
| All | +62.4% | -90.1% | +152.5% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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