+230.9%
MRVL vs BTSG
+406.1%
-175.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.1% | +8.2% | +7.4% |
| 7D | +3.2% | +2.7% | +0.5% | +2.2% |
| 30D | +5.9% | -3.6% | +9.6% | +7.1% |
| 3M | -29.3% | +5.8% | -35.1% | -31.3% |
| 6M | +186.5% | +44.7% | +141.8% | +148.3% |
| YTD | +163.4% | +62.2% | +101.3% | +119.3% |
| 1Y | +249.5% | +152.1% | +97.4% | +148.1% |
| All | +230.9% | +406.1% | -175.2% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling