+105.0%
FAST vs MTSI
+153.3%
-48.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -18.4% | +17.8% | +1.8% |
| 7D | +0.7% | -24.6% | +25.3% | +4.1% |
| 30D | +4.6% | -45.7% | +50.4% | +12.8% |
| 3M | +6.4% | -27.7% | +34.1% | +9.2% |
| 6M | +20.6% | -37.3% | +57.9% | +25.0% |
| YTD | +34.7% | +11.1% | +23.5% | +25.1% |
| 1Y | +29.7% | +27.2% | +2.5% | +17.0% |
| 3Y | +89.9% | +153.7% | -63.7% | +37.0% |
| 5Y | +105.0% | +159.0% | -54.0% | +37.7% |
| All | +105.0% | +153.3% | -48.4% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling