+14,854.2%
MO vs FAST
+71,032.6%
-56,178.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +0.6% | -0.8% | +1.4% | +0.7% |
| 3M | -1.0% | +5.8% | -6.7% | -1.8% |
| 6M | +4.3% | +8.0% | -3.6% | +3.0% |
| YTD | +23.3% | +25.6% | -2.4% | +19.0% |
| 1Y | +10.5% | +0.8% | +9.6% | +9.9% |
| 3Y | +96.3% | +86.1% | +10.2% | +77.7% |
| 5Y | +98.9% | +100.2% | -1.3% | +77.0% |
| 10Y | +103.6% | +494.2% | -390.6% | +54.7% |
| All | +14,854.2% | +71,032.6% | -56,178.4% | +5,877.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling