+94.4%
FAST vs MOH
-38.7%
+133.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +1.3% | -3.3% | +4.6% | +1.4% |
| 30D | -4.7% | -0.1% | -4.7% | -4.8% |
| 3M | +7.9% | -1.1% | +9.0% | +7.8% |
| 6M | +7.4% | +35.9% | -28.4% | +5.5% |
| YTD | +25.1% | +13.1% | +12.0% | +23.5% |
| 1Y | +4.7% | +11.8% | -7.1% | +3.1% |
| All | +94.4% | -38.7% | +133.1% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling