+37.9%
FAST vs MULL
+1,230.7%
-1,192.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | -0.6% |
| 7D | +4.2% | +24.5% | -20.4% | +3.9% |
| 30D | +6.7% | -35.5% | +42.2% | +6.9% |
| 3M | +8.0% | -44.8% | +52.8% | +8.3% |
| 6M | +27.4% | -45.5% | +72.9% | +26.5% |
| YTD | +40.5% | +232.5% | -192.0% | +31.8% |
| 1Y | +38.4% | +343.3% | -304.9% | +28.3% |
| All | +37.9% | +1,230.7% | -1,192.8% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling