+23.3%
FAST vs MULL
+2,561.4%
-2,538.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.8% | -11.1% | +0.6% |
| 7D | -0.4% | +17.3% | -17.7% | -0.6% |
| 30D | -0.8% | +23.5% | -24.3% | -1.1% |
| 3M | +5.8% | -24.0% | +29.7% | +5.6% |
| 6M | +8.0% | +276.7% | -268.8% | +3.1% |
| YTD | +25.6% | +565.1% | -539.4% | +17.4% |
| 1Y | +0.8% | +2,802.6% | -2,801.8% | -11.7% |
| All | +23.3% | +2,561.4% | -2,538.0% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling