+153.3%
MO vs FAST
+546.1%
-392.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +0.4% | +5.0% | -4.6% | -0.7% |
| 30D | +8.9% | +8.6% | +0.3% | +6.7% |
| 3M | +23.0% | +6.9% | +16.0% | +20.9% |
| 6M | +15.0% | +29.6% | -14.6% | +7.8% |
| YTD | +41.7% | +41.4% | +0.3% | +29.6% |
| 1Y | +43.3% | +38.5% | +4.8% | +31.7% |
| 3Y | +143.2% | +98.7% | +44.4% | +100.3% |
| 5Y | +154.7% | +108.0% | +46.7% | +104.1% |
| All | +153.3% | +546.1% | -392.7% | +57.2% |
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