+303.0%
MNST vs FAST
+586.8%
-283.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -3.4% | +2.1% | -5.5% | -4.1% |
| 30D | +6.6% | +6.9% | -0.3% | +4.1% |
| 3M | -2.9% | +4.8% | -7.7% | -4.7% |
| 6M | +18.4% | +19.8% | -1.3% | +10.6% |
| YTD | +19.3% | +34.9% | -15.6% | +5.8% |
| 1Y | +37.9% | +32.8% | +5.1% | +22.9% |
| 3Y | +62.9% | +93.7% | -30.9% | +23.0% |
| 5Y | +99.6% | +105.3% | -5.7% | +45.1% |
| All | +303.0% | +586.8% | -283.8% | +130.6% |
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 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