+584.1%
MA vs FAST
+546.1%
+38.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.5% | +5.0% | -5.5% | -2.7% |
| 30D | +7.9% | +8.6% | -0.7% | +4.0% |
| 3M | +16.8% | +6.9% | +9.9% | +13.1% |
| 6M | +31.0% | +29.6% | +1.4% | +16.0% |
| YTD | +15.0% | +41.4% | -26.4% | -3.3% |
| 1Y | +17.0% | +38.5% | -21.5% | -0.7% |
| 3Y | +68.5% | +98.7% | -30.3% | +17.4% |
| 5Y | +85.0% | +108.0% | -23.1% | +23.9% |
| All | +584.1% | +546.1% | +38.0% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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