+133,470.8%
MSFT vs FAST
+71,032.6%
+62,438.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.7% |
| 6M | +23.8% | +8.0% | +15.8% | +20.0% |
| YTD | +4.0% | +25.6% | -21.6% | -4.1% |
| 1Y | -0.8% | +0.8% | -1.6% | -2.5% |
| 3Y | +55.6% | +86.1% | -30.5% | +25.4% |
| 5Y | +72.9% | +100.2% | -27.3% | +36.3% |
| 10Y | +875.8% | +494.2% | +381.6% | +456.2% |
| All | +133,470.8% | +71,032.6% | +62,438.3% | +22,852.9% |
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 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