+1,362.4%
MU vs FAST
+86.1%
+1,276.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.9% |
| 7D | +9.0% | -0.4% | +9.3% | +9.1% |
| 30D | +13.8% | -0.8% | +14.6% | +13.9% |
| 3M | +2.1% | +5.8% | -3.7% | +0.1% |
| 6M | +153.8% | +8.0% | +145.8% | +146.4% |
| YTD | +256.4% | +25.6% | +230.8% | +226.3% |
| 1Y | +719.8% | +0.8% | +718.9% | +714.2% |
| All | +1,362.4% | +86.1% | +1,276.3% | +1,052.7% |
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