+143,155.1%
MSFT vs FAST
+76,149.7%
+67,005.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +1.3% | +4.6% | -3.4% | -0.2% |
| 3M | +10.2% | +6.4% | +3.8% | +8.0% |
| 6M | +30.8% | +20.6% | +10.2% | +23.1% |
| YTD | +11.5% | +34.7% | -23.1% | +0.7% |
| 1Y | +6.5% | +29.7% | -23.1% | -2.8% |
| 3Y | +55.5% | +89.9% | -34.5% | +24.6% |
| 5Y | +66.2% | +105.0% | -38.8% | +30.0% |
| 10Y | +928.0% | +594.2% | +333.8% | +460.8% |
| All | +143,155.1% | +76,149.7% | +67,005.4% | +23,993.1% |
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