+92.6%
FAST vs MXL
+166.4%
-73.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | +0.7% |
| 7D | -0.4% | +1.6% | -2.0% | -0.4% |
| 30D | -0.8% | -7.0% | +6.2% | -0.7% |
| 3M | +5.8% | -33.4% | +39.2% | +6.0% |
| 6M | +8.0% | +260.2% | -252.2% | +1.2% |
| YTD | +25.6% | +260.0% | -234.3% | +17.7% |
| 1Y | +0.8% | +303.5% | -302.7% | -6.3% |
| All | +92.6% | +166.4% | -73.8% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling