+106.1%
FAST vs MRSH
+20.1%
+86.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.2% |
| 7D | +1.8% | -5.9% | +7.7% | +4.8% |
| 30D | -6.4% | -7.3% | +0.9% | -3.0% |
| 3M | +5.3% | +7.4% | -2.1% | +1.0% |
| 6M | +5.4% | -0.7% | +6.1% | +4.6% |
| YTD | +23.6% | -3.2% | +26.7% | +24.0% |
| 1Y | +4.1% | -10.6% | +14.7% | +9.1% |
| 3Y | +92.4% | -4.6% | +96.9% | +89.5% |
| 5Y | +106.1% | +19.3% | +86.8% | +70.7% |
| All | +106.1% | +20.1% | +86.0% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling