+92.3%
MA vs FAST
+103.6%
-11.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +2.3% | +2.1% | +0.2% | +1.5% |
| 30D | +14.7% | +6.9% | +7.8% | +11.7% |
| 3M | +13.5% | +4.8% | +8.7% | +11.2% |
| 6M | +33.1% | +19.8% | +13.3% | +23.2% |
| YTD | +15.1% | +34.9% | -19.8% | -0.1% |
| 1Y | +18.7% | +32.8% | -14.1% | +3.8% |
| 3Y | +72.1% | +93.7% | -21.7% | +21.2% |
| All | +92.3% | +103.6% | -11.3% | +20.4% |
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