+1,174.2%
MRVL vs HAS
+102.4%
+1,071.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.5% |
| 7D | -10.2% | +3.3% | -13.5% | -11.4% |
| 30D | -43.9% | +30.5% | -74.5% | -50.2% |
| 3M | -26.0% | +29.9% | -55.8% | -34.4% |
| 6M | -9.2% | +26.5% | -35.8% | -19.6% |
| YTD | +82.0% | +51.9% | +30.0% | +46.9% |
| 1Y | +65.9% | +60.9% | +5.0% | +30.4% |
| 3Y | +185.0% | +215.0% | -30.0% | +61.9% |
| 5Y | +121.5% | +51.5% | +70.0% | +71.2% |
| All | +1,174.2% | +102.4% | +1,071.8% | +747.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling