+93.7%
MA vs FAST
+102.7%
-8.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +3.2% | +0.7% | +2.5% | +2.9% |
| 30D | +15.9% | +4.6% | +11.3% | +13.9% |
| 3M | +15.2% | +6.4% | +8.8% | +12.2% |
| 6M | +32.4% | +20.6% | +11.8% | +22.2% |
| YTD | +15.6% | +34.7% | -19.0% | +0.5% |
| 1Y | +19.3% | +29.7% | -10.4% | +5.4% |
| 3Y | +73.0% | +89.9% | -17.0% | +23.1% |
| 5Y | +93.7% | +105.0% | -11.2% | +21.4% |
| All | +93.7% | +102.7% | -8.9% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling