-7.8%
MP vs FAST
+102.7%
-110.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.5% | -5.7% |
| 7D | -19.0% | +0.7% | -19.6% | -19.3% |
| 30D | -30.5% | +4.6% | -35.1% | -32.3% |
| 3M | -29.6% | +6.4% | -35.9% | -32.1% |
| 6M | -50.4% | +20.6% | -71.0% | -55.7% |
| YTD | -33.2% | +34.7% | -67.9% | -44.7% |
| 1Y | -38.6% | +29.7% | -68.2% | -47.9% |
| 3Y | +105.5% | +89.9% | +15.6% | +23.9% |
| 5Y | -7.8% | +105.0% | -112.8% | -51.6% |
| All | -7.8% | +102.7% | -110.5% | -51.6% |
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