+155.5%
MO vs FAST
+106.5%
+49.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.0% |
| 7D | +3.3% | +4.2% | -0.8% | +2.6% |
| 30D | +7.5% | +6.7% | +0.9% | +6.4% |
| 3M | +22.8% | +8.0% | +14.7% | +21.1% |
| 6M | +13.4% | +27.4% | -14.1% | +8.8% |
| YTD | +43.0% | +40.5% | +2.5% | +34.8% |
| 1Y | +45.2% | +38.4% | +6.9% | +37.2% |
| 3Y | +145.5% | +98.7% | +46.9% | +115.0% |
| All | +155.5% | +106.5% | +49.0% | +114.3% |
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