+575.3%
FAST vs MUB
+20.8%
+554.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.1% | +0.7% | +1.4% | +1.7% |
| 30D | +6.9% | +4.4% | +2.5% | +4.3% |
| 3M | +4.8% | -0.2% | +5.0% | +5.0% |
| 6M | +19.8% | -0.6% | +20.4% | +20.3% |
| YTD | +34.9% | +0.3% | +34.6% | +34.7% |
| 1Y | +32.8% | +0.8% | +32.0% | +32.3% |
| 3Y | +93.7% | +12.0% | +81.7% | +81.4% |
| 5Y | +105.3% | +3.4% | +101.9% | +100.0% |
| All | +575.3% | +20.8% | +554.5% | +633.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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