+29.7%
FAST vs MOD
-37.4%
+67.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | -0.3% |
| 7D | +0.7% | -34.2% | +34.8% | +2.5% |
| 30D | +4.6% | -51.9% | +56.5% | +8.5% |
| 3M | +6.4% | -53.0% | +59.4% | +10.2% |
| 6M | +20.6% | -66.4% | +86.9% | +27.5% |
| YTD | +34.7% | -31.5% | +66.2% | +32.0% |
| 1Y | +29.7% | -39.6% | +69.2% | +27.4% |
| All | +29.7% | -37.4% | +67.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling