+106.1%
FAST vs MOH
-26.3%
+132.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +1.8% | -4.2% | +6.0% | +2.2% |
| 30D | -6.4% | -2.4% | -4.1% | -6.3% |
| 3M | +5.3% | -4.4% | +9.7% | +5.5% |
| 6M | +5.4% | +32.9% | -27.6% | +1.8% |
| YTD | +23.6% | +11.9% | +11.7% | +20.7% |
| 1Y | +4.1% | +6.9% | -2.9% | +1.6% |
| 3Y | +92.4% | -39.4% | +131.8% | +96.9% |
| 5Y | +106.1% | -25.0% | +131.0% | +94.3% |
| All | +106.1% | -26.3% | +132.4% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling