+93.4%
FAST vs MTSI
+153.8%
-60.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -18.4% | +17.8% | +0.7% |
| 7D | +0.7% | -24.6% | +25.3% | +2.5% |
| 30D | +4.6% | -45.7% | +50.4% | +9.1% |
| 3M | +6.4% | -27.7% | +34.1% | +7.9% |
| 6M | +20.6% | -37.3% | +57.9% | +23.2% |
| YTD | +34.7% | +11.1% | +23.5% | +29.2% |
| 1Y | +29.7% | +27.2% | +2.5% | +22.4% |
| All | +93.4% | +153.8% | -60.4% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling