+105.0%
FAST vs MOD
+720.4%
-615.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | +0.1% |
| 7D | +0.7% | -34.2% | +34.8% | +4.4% |
| 30D | +4.6% | -51.9% | +56.5% | +11.7% |
| 3M | +6.4% | -53.0% | +59.4% | +13.5% |
| 6M | +20.6% | -66.4% | +86.9% | +32.2% |
| YTD | +34.7% | -31.5% | +66.2% | +35.1% |
| 1Y | +29.7% | -39.6% | +69.2% | +31.2% |
| 3Y | +89.9% | +116.8% | -26.9% | +52.2% |
| 5Y | +105.0% | +713.8% | -608.8% | +27.4% |
| All | +105.0% | +720.4% | -615.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling