+148.0%
MO vs FAST
+103.6%
+44.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -2.4% | +2.1% | -4.5% | -2.8% |
| 30D | +9.7% | +6.9% | +2.8% | +8.5% |
| 3M | +14.1% | +4.8% | +9.3% | +13.2% |
| 6M | +11.9% | +19.8% | -7.9% | +8.5% |
| YTD | +38.4% | +34.9% | +3.5% | +31.4% |
| 1Y | +41.9% | +32.8% | +9.1% | +35.0% |
| 3Y | +134.5% | +93.7% | +40.8% | +106.2% |
| All | +148.0% | +103.6% | +44.4% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling