+114.0%
MS vs FAST
+102.7%
+11.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.4% | -5.7% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -3.9% | +4.6% | -8.6% | -5.9% |
| 3M | -15.9% | +6.4% | -22.3% | -18.4% |
| 6M | -2.5% | +20.6% | -23.1% | -11.2% |
| YTD | +5.1% | +34.7% | -29.6% | -10.2% |
| 1Y | +13.0% | +29.7% | -16.7% | -1.7% |
| 3Y | +160.7% | +89.9% | +70.7% | +83.9% |
| 5Y | +114.0% | +105.0% | +9.1% | +34.8% |
| All | +114.0% | +102.7% | +11.4% | +34.8% |
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