+63.2%
FAST vs MSTU
-90.8%
+154.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +0.7% |
| 7D | +4.8% | -21.7% | +26.5% | +5.4% |
| 30D | +8.6% | -42.8% | +51.4% | +10.0% |
| 3M | +5.7% | +21.4% | -15.7% | +4.0% |
| 6M | +25.5% | -74.1% | +99.6% | +28.8% |
| YTD | +39.6% | -72.4% | +112.0% | +40.5% |
| 1Y | +35.5% | -90.1% | +125.6% | +41.8% |
| All | +63.2% | -90.8% | +154.0% | +36.5% |
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 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