+9.5%
MO vs FAST
+4.1%
+5.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -2.4% | +1.8% | -4.2% | -2.7% |
| 30D | +3.6% | -6.4% | +10.0% | +4.7% |
| 3M | -3.7% | +5.3% | -9.0% | -4.7% |
| 6M | +4.5% | +5.4% | -0.9% | +3.1% |
| YTD | +21.5% | +23.6% | -2.1% | +17.3% |
| 1Y | +9.5% | +4.1% | +5.5% | +8.1% |
| All | +9.5% | +4.1% | +5.4% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling