-43.2%
MP vs FAST
+36.9%
-80.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -3.6% | +4.8% | -8.4% | -4.1% |
| 30D | -21.0% | +8.6% | -29.6% | -21.8% |
| 3M | -33.3% | +5.7% | -39.0% | -33.7% |
| 6M | -45.9% | +25.5% | -71.4% | -47.8% |
| YTD | -27.8% | +39.6% | -67.4% | -31.5% |
| 1Y | -43.2% | +35.5% | -78.7% | -45.7% |
| All | -43.2% | +36.9% | -80.1% | -45.7% |
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