+73.5%
MSFT vs FAST
+100.5%
-27.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +2.7% | -0.8% | +3.5% | +2.9% |
| 3M | +17.0% | +5.8% | +11.2% | +14.3% |
| 6M | +23.8% | +8.0% | +15.8% | +19.1% |
| YTD | +4.0% | +25.6% | -21.6% | -6.9% |
| 1Y | -0.8% | +0.8% | -1.6% | -2.0% |
| 3Y | +55.6% | +86.1% | -30.5% | +6.6% |
| All | +73.5% | +100.5% | -27.1% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling