+67.9%
MSFT vs FAST
+110.4%
-42.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +2.3% | +4.8% | -2.5% | +0.7% |
| 30D | -0.4% | +8.6% | -9.0% | -3.2% |
| 3M | +5.6% | +5.7% | -0.1% | +3.4% |
| 6M | +29.0% | +25.5% | +3.5% | +18.2% |
| YTD | +10.9% | +39.6% | -28.7% | -4.3% |
| 1Y | +6.2% | +35.5% | -29.3% | -7.3% |
| 3Y | +47.6% | +96.2% | -48.6% | +1.0% |
| 5Y | +67.9% | +110.2% | -42.3% | +4.9% |
| All | +67.9% | +110.4% | -42.4% | +4.9% |
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 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