+27.4%
FAST vs MRSH
+30.1%
-2.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.7% |
| 7D | +4.2% | +1.4% | +2.7% | +4.0% |
| 30D | +6.7% | +16.5% | -9.8% | +5.6% |
| 3M | +8.0% | +10.8% | -2.7% | +7.6% |
| 6M | +27.4% | +32.1% | -4.6% | +28.1% |
| All | +27.4% | +30.1% | -2.6% | +28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling