+271.9%
MRVL vs FAST
+100.5%
+171.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.3% | +6.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.5% |
| 30D | +5.9% | -0.8% | +6.7% | +6.5% |
| 3M | -29.3% | +5.8% | -35.1% | -32.7% |
| 6M | +186.5% | +8.0% | +178.5% | +166.9% |
| YTD | +163.4% | +25.6% | +137.8% | +115.3% |
| 1Y | +249.5% | +0.8% | +248.7% | +239.3% |
| 3Y | +289.4% | +86.1% | +203.3% | +99.1% |
| All | +271.9% | +100.5% | +171.3% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling