+19.9%
MDT vs FAST
+32.0%
-12.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.5% | +5.6% |
| 7D | +10.7% | +3.4% | +7.3% | +9.6% |
| 30D | +19.3% | +5.5% | +13.8% | +17.4% |
| 3M | +22.8% | +7.6% | +15.2% | +20.0% |
| 6M | +36.4% | +19.8% | +16.6% | +29.6% |
| YTD | +12.1% | +35.5% | -23.4% | +3.6% |
| 1Y | +19.9% | +31.6% | -11.7% | +11.6% |
| All | +19.9% | +32.0% | -12.1% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling