+1,077.1%
MRVL vs FAST
+586.8%
+490.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.6% | +5.6% |
| 7D | -28.1% | +2.1% | -30.2% | -29.1% |
| 30D | -50.4% | +6.9% | -57.3% | -52.7% |
| 3M | -32.9% | +4.8% | -37.8% | -35.3% |
| 6M | -17.9% | +19.8% | -37.7% | -27.5% |
| YTD | +66.4% | +34.9% | +31.5% | +34.4% |
| 1Y | +51.5% | +32.8% | +18.8% | +23.7% |
| 3Y | +177.9% | +93.7% | +84.1% | +70.1% |
| 5Y | +100.0% | +105.3% | -5.3% | +18.7% |
| All | +1,077.1% | +586.8% | +490.3% | +396.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling