+74,417.0%
FAST vs MTB
+7,521.0%
+66,896.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +2.1% | -1.3% | +3.4% | +2.6% |
| 30D | +6.9% | +0.5% | +6.4% | +6.6% |
| 3M | +4.8% | -12.4% | +17.2% | +10.3% |
| 6M | +19.8% | +1.5% | +18.3% | +18.7% |
| YTD | +34.9% | +10.3% | +24.6% | +29.3% |
| 1Y | +32.8% | +22.2% | +10.6% | +22.2% |
| 3Y | +93.7% | +96.9% | -3.2% | +44.8% |
| 5Y | +105.3% | +64.3% | +41.0% | +58.2% |
| 10Y | +595.4% | +137.8% | +457.5% | +317.3% |
| All | +74,417.0% | +7,521.0% | +66,896.0% | +12,187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling