+116.3%
MP vs FAST
+91.5%
+24.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.5% | -5.9% |
| 7D | -19.0% | +0.7% | -19.6% | -19.1% |
| 30D | -30.5% | +4.6% | -35.1% | -31.4% |
| 3M | -29.6% | +6.4% | -35.9% | -30.9% |
| 6M | -50.4% | +20.6% | -71.0% | -53.3% |
| YTD | -33.2% | +34.7% | -67.9% | -39.6% |
| 1Y | -38.6% | +29.7% | -68.2% | -43.7% |
| All | +116.3% | +91.5% | +24.8% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling