+35.5%
FAST vs MOD
-35.8%
+71.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | +4.8% | -17.8% | +22.6% | +5.5% |
| 30D | +8.6% | -43.2% | +51.8% | +11.6% |
| 3M | +5.7% | -46.0% | +51.7% | +8.7% |
| 6M | +25.5% | -62.2% | +87.7% | +31.9% |
| YTD | +39.6% | -22.8% | +62.4% | +36.2% |
| 1Y | +35.5% | -35.5% | +71.0% | +32.7% |
| All | +35.5% | -35.8% | +71.3% | +32.7% |
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