+74,726.4%
FAST vs MOD
+1,673.7%
+73,052.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.4% | +23.1% | +5.8% |
| 7D | +3.4% | -31.3% | +34.8% | +10.3% |
| 30D | +5.5% | -46.1% | +51.6% | +17.5% |
| 3M | +7.6% | -51.1% | +58.7% | +21.3% |
| 6M | +19.8% | -62.1% | +81.9% | +39.4% |
| YTD | +35.5% | -26.2% | +61.6% | +35.8% |
| 1Y | +31.6% | -32.6% | +64.2% | +33.2% |
| 3Y | +91.0% | +133.8% | -42.8% | +37.2% |
| 5Y | +105.1% | +792.8% | -687.7% | +4.4% |
| 10Y | +598.2% | +959.8% | -361.5% | +187.7% |
| All | +74,726.4% | +1,673.7% | +73,052.6% | +19,328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling