+93.7%
FAST vs MXL
+188.6%
-94.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.0% | -10.8% | +0.1% |
| 7D | +2.1% | -27.1% | +29.2% | +2.3% |
| 30D | +6.9% | -54.2% | +61.1% | +7.7% |
| 3M | +4.8% | -29.9% | +34.8% | +4.9% |
| 6M | +19.8% | -39.5% | +59.2% | +19.6% |
| YTD | +34.9% | +182.2% | -147.3% | +26.3% |
| 1Y | +32.8% | +231.8% | -199.1% | +23.2% |
| 3Y | +93.7% | +195.9% | -102.2% | +74.1% |
| All | +93.7% | +188.6% | -94.9% | +74.1% |
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