+445.3%
MP vs FAST
+179.5%
+265.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 30D | +13.8% | -0.8% | +14.6% | +14.3% |
| 3M | -16.7% | +5.8% | -22.4% | -19.9% |
| 6M | -11.5% | +8.0% | -19.5% | -16.6% |
| YTD | +7.9% | +25.6% | -17.7% | -8.2% |
| 1Y | -15.0% | +0.8% | -15.8% | -17.4% |
| 3Y | +153.5% | +86.1% | +67.4% | +49.1% |
| 5Y | +58.7% | +100.2% | -41.6% | -13.7% |
| All | +445.3% | +179.5% | +265.8% | +124.0% |
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