+31.6%
FAST vs MTSI
+59.5%
-27.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | +3.4% | -10.7% | +14.1% | +3.8% |
| 30D | +5.5% | -29.0% | +34.5% | +6.8% |
| 3M | +7.6% | -14.7% | +22.3% | +7.8% |
| 6M | +19.8% | -20.1% | +39.9% | +20.4% |
| YTD | +35.5% | +36.1% | -0.7% | +33.6% |
| 1Y | +31.6% | +61.7% | -30.1% | +29.5% |
| All | +31.6% | +59.5% | -27.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling