+6,028.8%
MU vs FAST
+492.5%
+5,536.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.7% |
| 7D | +9.0% | -0.4% | +9.3% | +9.1% |
| 30D | +13.8% | -0.8% | +14.6% | +14.0% |
| 3M | +2.1% | +5.8% | -3.7% | -1.7% |
| 6M | +153.8% | +8.0% | +145.8% | +139.8% |
| YTD | +256.4% | +25.6% | +230.8% | +207.0% |
| 1Y | +719.8% | +0.8% | +718.9% | +692.6% |
| 3Y | +1,360.4% | +86.1% | +1,274.3% | +855.5% |
| 5Y | +1,312.4% | +100.2% | +1,212.2% | +774.0% |
| All | +6,028.8% | +492.5% | +5,536.3% | +2,326.7% |
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