+69,298.0%
FAST vs MRSH
+3,431.3%
+65,866.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | -0.4% | -3.6% | +3.2% | +1.4% |
| 30D | -0.8% | -3.0% | +2.2% | +0.6% |
| 3M | +5.8% | +15.8% | -10.1% | -2.2% |
| 6M | +8.0% | +1.6% | +6.4% | +5.8% |
| YTD | +25.6% | +1.7% | +23.9% | +22.5% |
| 1Y | +0.8% | -8.0% | +8.8% | +3.0% |
| 3Y | +86.1% | -0.3% | +86.4% | +81.2% |
| 5Y | +100.2% | +25.9% | +74.3% | +73.5% |
| 10Y | +494.2% | +222.0% | +272.2% | +222.9% |
| All | +69,298.0% | +3,431.3% | +65,866.7% | +11,385.3% |
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