+259.1%
MP vs FAST
+201.3%
+57.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -6.0% |
| 7D | -12.5% | +3.4% | -16.0% | -14.2% |
| 30D | -23.3% | +5.5% | -28.8% | -26.0% |
| 3M | -24.4% | +7.6% | -31.9% | -27.8% |
| 6M | -45.8% | +19.8% | -65.6% | -52.0% |
| YTD | -28.9% | +35.5% | -64.4% | -42.4% |
| 1Y | -34.6% | +31.6% | -66.2% | -46.0% |
| 3Y | +118.7% | +91.0% | +27.7% | +28.4% |
| 5Y | -3.1% | +105.1% | -108.2% | -47.6% |
| All | +259.1% | +201.3% | +57.8% | +40.6% |
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 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