+264.6%
MP vs FAST
+210.5%
+54.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.7% |
| 7D | -3.6% | +4.8% | -8.4% | -6.1% |
| 30D | -21.0% | +8.6% | -29.6% | -24.9% |
| 3M | -33.3% | +5.7% | -39.0% | -35.7% |
| 6M | -45.9% | +25.5% | -71.4% | -53.4% |
| YTD | -27.8% | +39.6% | -67.4% | -42.5% |
| 1Y | -43.2% | +35.5% | -78.7% | -53.9% |
| 3Y | +144.0% | +96.2% | +47.8% | +41.3% |
| 5Y | -6.1% | +110.2% | -116.3% | -49.9% |
| All | +264.6% | +210.5% | +54.1% | +40.4% |
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