+855.4%
MU vs FAST
+91.8%
+763.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.1% |
| 7D | -22.0% | +2.1% | -24.1% | -22.4% |
| 30D | -36.6% | +6.9% | -43.5% | -37.7% |
| 3M | -21.7% | +4.8% | -26.5% | -22.9% |
| 6M | +3.5% | +19.8% | -16.2% | -2.4% |
| YTD | +141.9% | +34.9% | +107.0% | +115.6% |
| 1Y | +189.8% | +32.8% | +157.1% | +159.6% |
| 3Y | +855.4% | +93.7% | +761.6% | +561.7% |
| All | +855.4% | +91.8% | +763.6% | +561.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling