+4,043.1%
FAST vs MOH
+1,398.9%
+2,644.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +5.0% | -3.1% | +8.1% | +5.6% |
| 30D | +8.6% | +0.2% | +8.4% | +8.3% |
| 3M | +6.9% | +1.8% | +5.1% | +6.2% |
| 6M | +29.6% | +9.5% | +20.1% | +26.4% |
| YTD | +41.4% | +20.9% | +20.5% | +33.3% |
| 1Y | +38.5% | +48.8% | -10.3% | +25.6% |
| 3Y | +98.7% | -41.4% | +140.1% | +105.5% |
| 5Y | +108.0% | -33.0% | +141.0% | +107.3% |
| 10Y | +549.3% | +341.5% | +207.8% | +328.1% |
| All | +4,043.1% | +1,398.9% | +2,644.2% | +1,887.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling