+94.7%
FAST vs MRSH
-3.1%
+97.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.3% |
| 7D | +1.3% | -3.8% | +5.1% | +2.4% |
| 30D | -4.7% | -5.8% | +1.1% | -3.2% |
| 3M | +7.9% | +11.7% | -3.8% | +4.3% |
| 6M | +7.4% | -0.3% | +7.8% | +7.6% |
| YTD | +25.1% | -1.1% | +26.2% | +25.5% |
| 1Y | +4.7% | -9.5% | +14.1% | +8.8% |
| 3Y | +94.7% | -2.6% | +97.3% | +100.7% |
| All | +94.7% | -3.1% | +97.8% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling