+65.9%
MRVL vs FAST
+36.9%
+29.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -10.2% | +4.8% | -15.0% | -11.2% |
| 30D | -43.9% | +8.6% | -52.5% | -45.2% |
| 3M | -26.0% | +5.7% | -31.6% | -27.0% |
| 6M | -9.2% | +25.5% | -34.7% | -16.0% |
| YTD | +82.0% | +39.6% | +42.4% | +51.5% |
| 1Y | +65.9% | +35.5% | +30.4% | +41.4% |
| All | +65.9% | +36.9% | +29.0% | +41.4% |
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 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