+911.7%
MU vs FAST
+110.4%
+801.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -15.2% | +4.8% | -20.0% | -16.8% |
| 30D | -29.5% | +8.6% | -38.1% | -32.1% |
| 3M | -15.8% | +5.7% | -21.5% | -18.1% |
| 6M | -2.9% | +25.5% | -28.3% | -13.5% |
| YTD | +154.2% | +39.6% | +114.6% | +111.1% |
| 1Y | +186.6% | +35.5% | +151.1% | +141.4% |
| 3Y | +871.5% | +96.2% | +775.3% | +521.2% |
| 5Y | +911.7% | +110.2% | +801.5% | +501.1% |
| All | +911.7% | +110.4% | +801.3% | +501.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling