-18.2%
MDT vs FAST
+100.5%
-118.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.9% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | +9.5% | -0.8% | +10.3% | +9.7% |
| 3M | +16.0% | +5.8% | +10.2% | +14.0% |
| 6M | +0.2% | +8.0% | -7.8% | -2.3% |
| YTD | -0.3% | +25.6% | -25.9% | -7.2% |
| 1Y | +4.7% | +0.8% | +3.9% | +3.7% |
| 3Y | +26.5% | +86.1% | -59.6% | +1.2% |
| All | -18.2% | +100.5% | -118.7% | -39.7% |
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