+593.1%
MA vs FAST
+541.9%
+51.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.6% |
| 7D | +1.3% | +4.2% | -2.9% | -0.5% |
| 30D | +9.6% | +6.7% | +2.9% | +6.5% |
| 3M | +16.8% | +8.0% | +8.7% | +12.6% |
| 6M | +35.2% | +27.4% | +7.8% | +20.6% |
| YTD | +16.6% | +40.5% | -23.9% | -1.7% |
| 1Y | +19.8% | +38.4% | -18.6% | +1.7% |
| 3Y | +70.7% | +98.7% | -28.0% | +18.9% |
| 5Y | +87.4% | +106.7% | -19.3% | +25.9% |
| All | +593.1% | +541.9% | +51.2% | +185.5% |
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