+607.1%
MS vs FAST
+586.8%
+20.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.6% | +2.1% | -3.6% | -2.6% |
| 30D | -3.8% | +6.9% | -10.7% | -7.3% |
| 3M | -14.6% | +4.8% | -19.4% | -16.9% |
| 6M | -5.1% | +19.8% | -24.8% | -14.9% |
| YTD | +4.5% | +34.9% | -30.4% | -13.2% |
| 1Y | +13.5% | +32.8% | -19.2% | -4.9% |
| 3Y | +160.4% | +93.7% | +66.7% | +71.1% |
| 5Y | +112.9% | +105.3% | +7.6% | +32.0% |
| All | +607.1% | +586.8% | +20.3% | +113.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling