+531.8%
FAST vs MTB
+122.1%
+409.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.8% |
| 7D | +4.8% | -0.7% | +5.5% | +5.0% |
| 30D | +8.6% | +1.4% | +7.2% | +8.1% |
| 3M | +5.7% | -11.6% | +17.3% | +10.0% |
| 6M | +25.5% | +5.4% | +20.1% | +23.1% |
| YTD | +39.6% | +11.7% | +27.9% | +34.3% |
| 1Y | +35.5% | +20.5% | +14.9% | +27.2% |
| 3Y | +96.2% | +104.5% | -8.3% | +53.8% |
| 5Y | +110.2% | +65.1% | +45.1% | +71.4% |
| 10Y | +531.8% | +119.5% | +412.3% | +366.4% |
| All | +531.8% | +122.1% | +409.7% | +366.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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