+57.7%
FAST vs MSTU
-89.5%
+147.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +2.1% | -4.3% | +6.3% | +2.1% |
| 30D | +6.9% | -34.6% | +41.5% | +7.8% |
| 3M | +4.8% | +39.0% | -34.2% | +2.8% |
| 6M | +19.8% | -70.5% | +90.3% | +22.5% |
| YTD | +34.9% | -68.6% | +103.5% | +35.3% |
| 1Y | +32.8% | -88.6% | +121.4% | +38.4% |
| All | +57.7% | -89.5% | +147.2% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling