+36.4%
FAST vs MULL
+1,100.2%
-1,063.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.3% | -9.3% | +2.9% |
| 7D | +3.8% | -27.1% | +30.9% | +4.0% |
| 30D | +8.1% | -54.2% | +62.3% | +8.6% |
| 3M | +5.8% | -42.0% | +47.8% | +5.9% |
| 6M | +24.9% | -43.5% | +68.3% | +23.7% |
| YTD | +38.9% | +199.9% | -161.0% | +30.5% |
| 1Y | +36.5% | +292.8% | -256.4% | +26.7% |
| All | +36.4% | +1,100.2% | -1,063.8% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling