+77,510.7%
FAST vs MRSH
+3,873.3%
+73,637.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -1.1% |
| 7D | +4.2% | +1.4% | +2.7% | +3.4% |
| 30D | +6.7% | +16.5% | -9.8% | -1.3% |
| 3M | +8.0% | +10.8% | -2.7% | +2.3% |
| 6M | +27.4% | +32.1% | -4.6% | +9.9% |
| YTD | +40.5% | +14.5% | +26.0% | +28.8% |
| 1Y | +38.4% | +15.5% | +22.9% | +26.2% |
| 3Y | +98.7% | +9.3% | +89.3% | +84.4% |
| 5Y | +106.7% | +35.1% | +71.6% | +72.4% |
| 10Y | +545.1% | +263.2% | +281.9% | +228.8% |
| All | +77,510.7% | +3,873.3% | +73,637.4% | +11,974.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling