+145.1%
MS vs FAST
+100.5%
+44.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 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% | -2.7% |
| 6M | +31.3% | +8.0% | +23.4% | +25.4% |
| YTD | +24.7% | +25.6% | -1.0% | +10.0% |
| 1Y | +47.9% | +0.8% | +47.1% | +45.5% |
| 3Y | +178.3% | +86.1% | +92.2% | +97.0% |
| All | +145.1% | +100.5% | +44.5% | +54.7% |
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