+1,139.7%
FAST vs MXL
+249.5%
+890.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | +0.2% |
| 7D | -0.4% | +1.6% | -2.0% | -0.6% |
| 30D | -0.8% | -7.0% | +6.2% | -0.5% |
| 3M | +5.8% | -33.4% | +39.2% | +7.5% |
| 6M | +8.0% | +260.2% | -252.2% | -15.7% |
| YTD | +25.6% | +260.0% | -234.3% | -2.2% |
| 1Y | +0.8% | +303.5% | -302.7% | -23.5% |
| 3Y | +86.1% | +160.4% | -74.3% | +37.9% |
| 5Y | +100.2% | +14.7% | +85.5% | +61.9% |
| 10Y | +494.2% | +215.6% | +278.6% | +269.3% |
| All | +1,139.7% | +249.5% | +890.2% | +631.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling