+31.6%
FAST vs MULL
+444.9%
-413.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.8% | +15.4% | +1.6% |
| 7D | +3.4% | -35.9% | +39.3% | +3.2% |
| 30D | +5.5% | -47.3% | +52.8% | +5.3% |
| 3M | +7.6% | -30.6% | +38.2% | +7.4% |
| 6M | +19.8% | +13.7% | +6.1% | +18.7% |
| YTD | +35.5% | +272.1% | -236.7% | +30.2% |
| 1Y | +31.6% | +475.1% | -443.4% | +25.0% |
| All | +31.6% | +444.9% | -413.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling