+82.7%
MRVL vs FAST
+32.0%
+50.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.8% | -7.4% |
| 7D | -36.5% | +3.4% | -39.9% | -37.0% |
| 30D | -41.1% | +5.5% | -46.6% | -42.0% |
| 3M | -26.9% | +7.6% | -34.5% | -28.6% |
| 6M | -2.3% | +19.8% | -22.1% | -8.6% |
| YTD | +88.4% | +35.5% | +52.9% | +57.5% |
| 1Y | +82.7% | +31.6% | +51.1% | +56.6% |
| All | +82.7% | +32.0% | +50.7% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling