+1,804.5%
MRVL vs FAST
+506.5%
+1,298.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.3% | +6.6% |
| 7D | +3.2% | -0.4% | +3.6% | +3.5% |
| 30D | +5.9% | -0.8% | +6.7% | +6.4% |
| 3M | -29.3% | +5.8% | -35.1% | -32.2% |
| 6M | +186.5% | +8.0% | +178.5% | +170.5% |
| YTD | +163.4% | +25.6% | +137.8% | +124.2% |
| 1Y | +249.5% | +0.8% | +248.7% | +240.3% |
| 3Y | +289.4% | +86.1% | +203.3% | +145.8% |
| 5Y | +270.2% | +100.2% | +170.0% | +126.5% |
| All | +1,804.5% | +506.5% | +1,298.0% | +679.4% |
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