+70.1%
MA vs FAST
+97.8%
-27.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.8% | +4.8% | -3.0% | +0.5% |
| 30D | +11.8% | +8.6% | +3.2% | +9.3% |
| 3M | +17.2% | +5.7% | +11.5% | +15.3% |
| 6M | +33.4% | +25.5% | +7.9% | +24.9% |
| YTD | +16.1% | +39.6% | -23.5% | +4.0% |
| 1Y | +19.9% | +35.5% | -15.6% | +8.4% |
| 3Y | +70.1% | +96.2% | -26.1% | +38.1% |
| All | +70.1% | +97.8% | -27.7% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling