+34.8%
FAST vs MSTU
-90.3%
+125.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.1% | +8.1% | +3.0% |
| 7D | +3.8% | -9.3% | +13.1% | +3.9% |
| 30D | +8.1% | -38.3% | +46.4% | +8.4% |
| 3M | +5.8% | +24.0% | -18.2% | +5.7% |
| 6M | +24.9% | -72.1% | +96.9% | +26.8% |
| YTD | +38.9% | -70.2% | +109.1% | +39.8% |
| All | +34.8% | -90.3% | +125.1% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling