+533.3%
FAST vs MOH
+339.2%
+194.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +4.2% | +0.2% | +3.9% | +4.1% |
| 30D | +6.7% | +0.1% | +6.5% | +6.5% |
| 3M | +8.0% | +1.8% | +6.2% | +7.4% |
| 6M | +27.4% | +9.1% | +18.3% | +24.8% |
| YTD | +40.5% | +20.7% | +19.8% | +33.5% |
| 1Y | +38.4% | +51.3% | -12.9% | +26.4% |
| 3Y | +98.7% | -42.0% | +140.7% | +107.6% |
| 5Y | +106.7% | -33.1% | +139.8% | +106.7% |
| All | +533.3% | +339.2% | +194.2% | +392.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling