-20.8%
MRVL vs FAST
+18.8%
-39.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.6% | -15.8% | -16.4% |
| 7D | -38.8% | +0.7% | -39.5% | -38.8% |
| 30D | -53.5% | +4.6% | -58.1% | -53.9% |
| 3M | -36.7% | +6.4% | -43.1% | -37.9% |
| 6M | -20.8% | +20.6% | -41.4% | -30.1% |
| All | -20.8% | +18.8% | -39.6% | -30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling