+4,609.2%
MU vs FAST
+541.5%
+4,067.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.2% | +10.7% | +11.3% |
| 7D | +2.0% | +4.3% | -2.3% | 0.0% |
| 30D | -18.0% | +8.3% | -26.3% | -21.5% |
| 3M | -6.6% | +6.5% | -13.0% | -10.2% |
| 6M | +2.0% | +29.5% | -27.5% | -12.5% |
| YTD | +184.5% | +41.3% | +143.2% | +128.6% |
| 1Y | +236.9% | +37.4% | +199.5% | +174.6% |
| 3Y | +987.0% | +98.5% | +888.4% | +584.6% |
| 5Y | +1,014.6% | +111.1% | +903.5% | +565.0% |
| 10Y | +4,609.2% | +548.6% | +4,060.6% | +1,574.1% |
| All | +4,609.2% | +541.5% | +4,067.7% | +1,574.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling