+5,626.0%
MS vs FAST
+26,827.5%
-21,201.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.6% | +3.4% |
| 7D | +2.6% | +3.4% | -0.8% | +1.0% |
| 30D | +2.6% | +5.5% | -2.9% | -0.1% |
| 3M | -10.1% | +7.6% | -17.7% | -13.5% |
| 6M | +4.4% | +19.8% | -15.4% | -5.3% |
| YTD | +11.7% | +35.5% | -23.7% | -5.2% |
| 1Y | +20.9% | +31.6% | -10.7% | +3.9% |
| 3Y | +177.1% | +91.0% | +86.1% | +95.0% |
| 5Y | +127.7% | +105.1% | +22.6% | +52.4% |
| 10Y | +684.1% | +598.2% | +85.8% | +181.1% |
| All | +5,626.0% | +26,827.5% | -21,201.4% | +627.3% |
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