+53.8%
MSFT vs FAST
+91.5%
-37.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +1.3% | +4.6% | -3.4% | +0.7% |
| 3M | +10.2% | +6.4% | +3.8% | +9.3% |
| 6M | +30.8% | +20.6% | +10.2% | +27.5% |
| YTD | +11.5% | +34.7% | -23.1% | +5.3% |
| 1Y | +6.5% | +29.7% | -23.1% | +1.5% |
| All | +53.8% | +91.5% | -37.6% | +31.2% |
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 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