+100.0%
FAST vs MTB
+105.0%
-5.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +8.6% | +0.8% | +7.7% | +8.2% |
| 3M | +6.9% | -12.8% | +19.7% | +12.6% |
| 6M | +29.6% | +6.7% | +22.9% | +26.0% |
| YTD | +41.4% | +11.3% | +30.1% | +35.4% |
| 1Y | +38.5% | +20.2% | +18.4% | +28.9% |
| All | +100.0% | +105.0% | -5.0% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling