+509.1%
FAST vs MTB
+176.7%
+332.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.4% | +1.7% | -2.1% | -0.9% |
| 30D | -0.8% | -4.2% | +3.4% | +0.6% |
| 3M | +5.8% | +8.9% | -3.1% | +2.7% |
| 6M | +8.0% | +10.9% | -2.9% | +4.2% |
| YTD | +25.6% | +21.5% | +4.1% | +17.6% |
| 1Y | +0.8% | +21.9% | -21.1% | -5.9% |
| 3Y | +86.1% | +109.2% | -23.1% | +43.7% |
| 5Y | +100.2% | +102.0% | -1.8% | +51.3% |
| All | +509.1% | +176.7% | +332.3% | +250.9% |
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