+69,298.0%
FAST vs MOS
+155.8%
+69,142.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.5% |
| 7D | -0.4% | +9.5% | -9.9% | -2.3% |
| 30D | -0.8% | +10.4% | -11.2% | -3.0% |
| 3M | +5.8% | +12.9% | -7.1% | +2.4% |
| 6M | +8.0% | +1.2% | +6.7% | +6.2% |
| YTD | +25.6% | +9.3% | +16.3% | +21.3% |
| 1Y | +0.8% | -18.0% | +18.8% | +3.0% |
| 3Y | +86.1% | -29.0% | +115.1% | +91.0% |
| 5Y | +100.2% | -9.6% | +109.8% | +85.0% |
| 10Y | +494.2% | +6.1% | +488.1% | +378.7% |
| All | +69,298.0% | +155.8% | +69,142.2% | +30,743.1% |
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