+554.8%
MA vs FAST
+606.6%
-51.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.8% |
| 7D | -0.3% | +3.8% | -4.2% | -2.0% |
| 30D | +11.3% | +8.1% | +3.2% | +7.5% |
| 3M | +16.7% | +5.8% | +10.9% | +13.6% |
| 6M | +32.8% | +24.9% | +7.9% | +19.6% |
| YTD | +15.6% | +38.9% | -23.3% | -1.9% |
| 1Y | +19.6% | +36.5% | -16.9% | +2.2% |
| 3Y | +72.1% | +98.1% | -26.0% | +20.3% |
| 5Y | +96.0% | +109.3% | -13.3% | +31.3% |
| 10Y | +554.8% | +547.9% | +6.9% | +192.4% |
| All | +554.8% | +606.6% | -51.8% | +192.4% |
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