+65.2%
FAST vs MSTU
-90.6%
+155.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.1% |
| 7D | +4.3% | -27.7% | +32.0% | +5.2% |
| 30D | +8.3% | -40.3% | +48.6% | +9.5% |
| 3M | +6.5% | +26.4% | -19.9% | +4.7% |
| 6M | +29.5% | -75.7% | +105.2% | +33.3% |
| YTD | +41.3% | -71.9% | +113.1% | +42.1% |
| 1Y | +37.4% | -89.3% | +126.7% | +43.3% |
| All | +65.2% | -90.6% | +155.8% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling