+52.3%
MSFT vs FAST
+91.8%
-39.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +1.7% | +2.1% | -0.4% | +1.4% |
| 30D | +0.2% | +6.9% | -6.7% | -0.6% |
| 3M | +6.4% | +4.8% | +1.5% | +5.7% |
| 6M | +28.7% | +19.8% | +8.9% | +25.6% |
| YTD | +10.4% | +34.9% | -24.5% | +4.2% |
| 1Y | +7.6% | +32.8% | -25.2% | +1.9% |
| 3Y | +52.3% | +93.7% | -41.4% | +29.9% |
| All | +52.3% | +91.8% | -39.5% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling