+38.7%
FAST vs MULL
+1,351.1%
-1,312.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +24.0% | -22.8% | +1.0% |
| 7D | +4.3% | -2.5% | +6.8% | +4.2% |
| 30D | +8.3% | -40.1% | +48.4% | +8.6% |
| 3M | +6.5% | -28.2% | +34.7% | +6.4% |
| 6M | +29.5% | -39.6% | +69.1% | +28.4% |
| YTD | +41.3% | +262.6% | -221.4% | +32.4% |
| 1Y | +37.4% | +366.2% | -328.8% | +27.4% |
| All | +38.7% | +1,351.1% | -1,312.5% | +15.5% |
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