+6,288.2%
MS vs FAST
+24,874.0%
-18,585.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 6M | +31.3% | +8.0% | +23.4% | +25.1% |
| YTD | +24.7% | +25.6% | -1.0% | +9.8% |
| 1Y | +47.9% | +0.8% | +47.1% | +44.6% |
| 3Y | +178.3% | +86.1% | +92.2% | +98.1% |
| 5Y | +144.9% | +100.2% | +44.7% | +65.8% |
| 10Y | +804.5% | +494.2% | +310.4% | +250.6% |
| All | +6,288.2% | +24,874.0% | -18,585.8% | +743.1% |
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