+103.0%
MO vs FAST
+506.4%
-403.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | -0.3% | -4.7% | +4.5% | +0.8% |
| 3M | -2.9% | +7.9% | -10.9% | -4.8% |
| 6M | +5.8% | +7.4% | -1.7% | +3.7% |
| YTD | +22.0% | +25.1% | -3.1% | +15.2% |
| 1Y | +10.7% | +4.7% | +6.0% | +8.8% |
| 3Y | +94.4% | +94.7% | -0.3% | +61.2% |
| 5Y | +97.2% | +106.8% | -9.6% | +58.4% |
| 10Y | +103.0% | +507.7% | -404.7% | +34.7% |
| All | +103.0% | +506.4% | -403.4% | +34.7% |
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 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