+537.5%
FAST vs MXL
+176.8%
+360.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +5.0% | +33.1% | -28.1% | +2.3% |
| 30D | +8.6% | -33.5% | +42.0% | +11.5% |
| 3M | +6.9% | -20.7% | +27.6% | +7.1% |
| 6M | +29.6% | -35.9% | +65.5% | +29.4% |
| YTD | +41.4% | +238.3% | -196.9% | +10.0% |
| 1Y | +38.5% | +296.2% | -257.7% | +5.0% |
| 3Y | +98.7% | +254.1% | -155.4% | +38.3% |
| 5Y | +108.0% | -14.1% | +122.2% | +79.2% |
| All | +537.5% | +176.8% | +360.7% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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