+181.3%
MS vs FAST
+86.1%
+95.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +1.4% | -0.4% | +1.7% | +1.5% |
| 30D | -0.3% | -0.8% | +0.5% | 0.0% |
| 3M | +0.3% | +5.8% | -5.5% | -2.3% |
| 6M | +31.3% | +8.0% | +23.4% | +26.1% |
| YTD | +24.7% | +25.6% | -1.0% | +11.4% |
| 1Y | +47.9% | +0.8% | +47.1% | +46.5% |
| All | +181.3% | +86.1% | +95.2% | +120.6% |
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 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