+5,285.6%
MS vs FAST
+26,670.6%
-21,384.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.4% | -5.7% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | -3.9% | +4.6% | -8.6% | -6.1% |
| 3M | -15.9% | +6.4% | -22.3% | -18.6% |
| 6M | -2.5% | +20.6% | -23.1% | -11.8% |
| YTD | +5.1% | +34.7% | -29.6% | -10.6% |
| 1Y | +13.0% | +29.7% | -16.7% | -2.2% |
| 3Y | +160.7% | +89.9% | +70.7% | +84.0% |
| 5Y | +114.0% | +105.0% | +9.1% | +43.3% |
| 10Y | +637.5% | +594.2% | +43.3% | +165.2% |
| All | +5,285.6% | +26,670.6% | -21,384.9% | +586.2% |
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