+447.9%
FAST vs MTSI
+1,308.1%
-860.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.2% |
| 7D | -0.4% | +1.4% | -1.7% | -0.6% |
| 30D | -0.8% | +2.1% | -2.9% | -1.5% |
| 3M | +5.8% | -29.7% | +35.5% | +10.5% |
| 6M | +8.0% | +12.5% | -4.5% | +3.8% |
| YTD | +25.6% | +57.0% | -31.4% | +13.9% |
| 1Y | +0.8% | +103.9% | -103.1% | -13.1% |
| 3Y | +86.1% | +223.6% | -137.5% | +43.8% |
| 5Y | +100.2% | +321.6% | -221.3% | +45.2% |
| 10Y | +494.2% | +517.7% | -23.5% | +256.1% |
| All | +447.9% | +1,308.1% | -860.2% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling