+68,550.7%
MU vs FAST
+76,149.7%
-7,599.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.6% | -16.9% | -17.2% |
| 7D | -29.7% | +0.7% | -30.4% | -30.0% |
| 30D | -37.2% | +4.6% | -41.9% | -38.7% |
| 3M | -26.5% | +6.4% | -32.9% | -29.0% |
| 6M | +2.6% | +20.6% | -18.0% | -6.9% |
| YTD | +130.1% | +34.7% | +95.5% | +97.0% |
| 1Y | +176.7% | +29.7% | +147.0% | +140.7% |
| 3Y | +813.1% | +89.9% | +723.2% | +555.9% |
| 5Y | +822.0% | +105.0% | +717.0% | +536.8% |
| 10Y | +3,936.2% | +594.2% | +3,342.0% | +1,497.0% |
| All | +68,550.7% | +76,149.7% | -7,599.1% | +5,811.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling