+105.3%
FAST vs MUB
+3.2%
+102.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.1% | +0.7% | +1.4% | +1.6% |
| 30D | +6.9% | +4.4% | +2.5% | +4.0% |
| 3M | +4.8% | -0.4% | +5.3% | +5.3% |
| 6M | +19.8% | -0.9% | +20.7% | +20.7% |
| YTD | +34.9% | +0.1% | +34.8% | +35.2% |
| 1Y | +32.8% | +0.5% | +32.3% | +32.7% |
| 3Y | +93.7% | +11.7% | +82.0% | +78.9% |
| All | +105.3% | +3.2% | +102.1% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling