+35.5%
FAST vs MULL
+251.4%
-215.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | +4.8% | -32.2% | +37.0% | +4.6% |
| 30D | +8.6% | -55.4% | +64.0% | +8.3% |
| 3M | +5.7% | -41.3% | +47.0% | +5.4% |
| 6M | +25.5% | -44.9% | +70.4% | +25.0% |
| YTD | +39.6% | +192.4% | -152.8% | +35.2% |
| 1Y | +35.5% | +239.4% | -203.9% | +30.8% |
| All | +35.5% | +251.4% | -215.9% | +30.8% |
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 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