+74,290.4%
FAST vs MOS
+122.8%
+74,167.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.3% |
| 7D | +0.7% | +22.5% | -21.8% | -3.9% |
| 30D | +4.6% | +6.6% | -2.0% | +2.7% |
| 3M | +6.4% | -3.8% | +10.2% | +6.3% |
| 6M | +20.6% | -2.2% | +22.8% | +19.5% |
| YTD | +34.7% | -4.8% | +39.4% | +33.0% |
| 1Y | +29.7% | -11.7% | +41.4% | +29.8% |
| 3Y | +89.9% | -26.5% | +116.4% | +92.6% |
| 5Y | +105.0% | -32.2% | +137.2% | +101.3% |
| 10Y | +594.2% | +10.2% | +584.0% | +450.2% |
| All | +74,290.4% | +122.8% | +74,167.6% | +33,722.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling