+575.3%
FAST vs MTSI
+448.7%
+126.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.8% | -10.7% | -1.4% |
| 7D | +2.1% | -10.0% | +12.1% | +3.2% |
| 30D | +6.9% | -37.2% | +44.1% | +13.4% |
| 3M | +4.8% | -30.1% | +34.9% | +8.8% |
| 6M | +19.8% | -31.9% | +51.7% | +23.2% |
| YTD | +34.9% | +23.2% | +11.7% | +25.1% |
| 1Y | +32.8% | +26.4% | +6.4% | +22.4% |
| 3Y | +93.7% | +186.2% | -92.4% | +49.9% |
| 5Y | +105.3% | +187.0% | -81.7% | +55.4% |
| All | +575.3% | +448.7% | +126.6% | +300.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling