+195.7%
MRVL vs FAST
+97.8%
+98.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.0% | -4.4% |
| 7D | +11.0% | +4.2% | +6.9% | +9.3% |
| 30D | -36.1% | +6.7% | -42.8% | -37.8% |
| 3M | -29.4% | +8.0% | -37.5% | -31.8% |
| 6M | -11.9% | +27.4% | -39.3% | -21.0% |
| YTD | +84.8% | +40.5% | +44.3% | +56.0% |
| 1Y | +79.4% | +38.4% | +41.1% | +52.7% |
| 3Y | +195.7% | +98.7% | +97.1% | +97.8% |
| All | +195.7% | +97.8% | +98.0% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling