+93.4%
FAST vs MOS
-26.7%
+120.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.9% |
| 7D | +0.7% | +22.5% | -21.8% | -1.7% |
| 30D | +4.6% | +6.6% | -2.0% | +3.8% |
| 3M | +6.4% | -3.8% | +10.2% | +6.6% |
| 6M | +20.6% | -2.2% | +22.8% | +20.2% |
| YTD | +34.7% | -4.8% | +39.4% | +34.0% |
| 1Y | +29.7% | -11.7% | +41.4% | +30.1% |
| All | +93.4% | -26.7% | +120.1% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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