+521.8%
MA vs FAST
+492.5%
+29.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +1.5% | -0.8% | +2.3% | +1.7% |
| 3M | +20.4% | +5.8% | +14.7% | +17.1% |
| 6M | +11.1% | +8.0% | +3.2% | +6.3% |
| YTD | +2.0% | +25.6% | -23.7% | -9.4% |
| 1Y | -2.2% | +0.8% | -3.0% | -4.1% |
| 3Y | +41.9% | +86.1% | -44.2% | +2.0% |
| 5Y | +75.4% | +100.2% | -24.9% | +20.1% |
| All | +521.8% | +492.5% | +29.3% | +183.8% |
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