+1,360.7%
FAST vs MUB
+76.3%
+1,284.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | -0.8% | -1.4% | +0.6% | -0.3% |
| 3M | +5.8% | -2.2% | +7.9% | +6.5% |
| 6M | +8.0% | -1.9% | +9.9% | +8.6% |
| YTD | +25.6% | -0.8% | +26.4% | +26.0% |
| 1Y | +0.8% | +2.7% | -1.9% | +0.1% |
| 3Y | +86.1% | +8.6% | +77.5% | +81.6% |
| 5Y | +100.2% | +2.0% | +98.2% | +98.1% |
| 10Y | +494.2% | +17.9% | +476.3% | +477.3% |
| All | +1,360.7% | +76.3% | +1,284.4% | +1,196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling