+235.9%
MRVL vs BTSG
+382.3%
-146.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.6% | +3.2% | -1.1% |
| 7D | +8.7% | -5.8% | +14.5% | +10.8% |
| 30D | +6.9% | 0.0% | +6.9% | +6.7% |
| 3M | -10.1% | -4.5% | -5.7% | -9.5% |
| 6M | +143.4% | +40.0% | +103.4% | +113.4% |
| YTD | +167.5% | +54.6% | +112.9% | +126.3% |
| 1Y | +239.0% | +106.1% | +132.8% | +158.6% |
| All | +235.9% | +382.3% | -146.4% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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