+1,173.1%
MRVL vs HAS
+97.5%
+1,075.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.3% |
| 7D | +11.0% | +1.4% | +9.6% | +10.5% |
| 30D | -36.1% | +26.3% | -62.4% | -42.4% |
| 3M | -29.4% | +25.6% | -55.0% | -36.5% |
| 6M | -11.9% | +30.3% | -42.1% | -22.9% |
| YTD | +84.8% | +50.4% | +34.4% | +49.9% |
| 1Y | +79.4% | +57.7% | +21.7% | +42.5% |
| 3Y | +195.7% | +213.4% | -17.6% | +68.5% |
| 5Y | +117.2% | +49.1% | +68.1% | +69.1% |
| All | +1,173.1% | +97.5% | +1,075.6% | +739.3% |
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