+78.4%
MMM vs FAST
+541.5%
-463.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.8% |
| 7D | -2.6% | +4.3% | -6.9% | -4.5% |
| 30D | +17.4% | +8.3% | +9.1% | +13.1% |
| 3M | +3.6% | +6.5% | -2.9% | +0.5% |
| 6M | +33.0% | +29.5% | +3.5% | +17.4% |
| YTD | +19.6% | +41.3% | -21.6% | +0.7% |
| 1Y | +14.0% | +37.4% | -23.3% | -2.7% |
| 3Y | +164.3% | +98.5% | +65.8% | +86.3% |
| 5Y | +49.3% | +111.1% | -61.8% | +0.6% |
| 10Y | +78.4% | +548.6% | -470.2% | -17.8% |
| All | +78.4% | +541.5% | -463.1% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling