+1,001.3%
MRVL vs FAST
+5,085.1%
-4,083.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.6% | -15.8% | -16.1% |
| 7D | -38.8% | +0.7% | -39.5% | -39.1% |
| 30D | -53.5% | +4.6% | -58.1% | -54.9% |
| 3M | -36.7% | +6.4% | -43.1% | -39.3% |
| 6M | -20.8% | +20.6% | -41.4% | -29.7% |
| YTD | +57.4% | +34.7% | +22.8% | +29.8% |
| 1Y | +44.0% | +29.7% | +14.3% | +21.4% |
| 3Y | +162.2% | +89.9% | +72.3% | +72.6% |
| 5Y | +89.2% | +105.0% | -15.8% | +21.4% |
| 10Y | +1,042.7% | +594.2% | +448.5% | +257.8% |
| All | +1,001.3% | +5,085.1% | -4,083.8% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling