+31.6%
FAST vs MRSH
+20.0%
+11.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.4% |
| 7D | +3.4% | +9.4% | -6.0% | +2.6% |
| 30D | +5.5% | +23.4% | -17.9% | +3.6% |
| 3M | +7.6% | +9.9% | -2.3% | +6.9% |
| 6M | +19.8% | +26.0% | -6.2% | +17.9% |
| YTD | +35.5% | +15.2% | +20.2% | +36.7% |
| 1Y | +31.6% | +18.4% | +13.2% | +31.5% |
| All | +31.6% | +20.0% | +11.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling