+4.7%
FAST vs MXL
+320.4%
-315.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.4% | -0.4% |
| 7D | +1.3% | +15.5% | -14.2% | +1.4% |
| 30D | -4.7% | -11.3% | +6.6% | -4.8% |
| 3M | +7.9% | -16.1% | +24.0% | +8.0% |
| 6M | +7.4% | +323.0% | -315.6% | +3.3% |
| YTD | +25.1% | +281.5% | -256.5% | +20.8% |
| 1Y | +4.7% | +319.3% | -314.6% | +3.6% |
| All | +4.7% | +320.4% | -315.7% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling