+1,293.1%
MRVL vs FAST
+541.5%
+751.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.2% | +8.1% | +8.6% |
| 7D | +5.6% | +4.3% | +1.3% | +3.2% |
| 30D | -36.5% | +8.3% | -44.8% | -39.8% |
| 3M | -20.5% | +6.5% | -27.0% | -23.9% |
| 6M | -1.1% | +29.5% | -30.7% | -16.9% |
| YTD | +99.0% | +41.3% | +57.7% | +56.0% |
| 1Y | +89.3% | +37.4% | +51.9% | +51.1% |
| 3Y | +211.6% | +98.5% | +113.1% | +87.1% |
| 5Y | +134.1% | +111.1% | +22.9% | +35.5% |
| 10Y | +1,293.1% | +548.6% | +744.5% | +435.4% |
| All | +1,293.1% | +541.5% | +751.6% | +435.4% |
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