+472.0%
MRVL vs MAGS
+187.1%
+284.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.2% |
| 7D | +8.7% | -1.8% | +10.5% | +11.1% |
| 30D | +6.9% | +1.1% | +5.8% | +4.9% |
| 3M | -10.1% | +7.7% | -17.8% | -19.1% |
| 6M | +143.4% | +11.7% | +131.7% | +109.8% |
| YTD | +167.5% | +4.9% | +162.6% | +149.2% |
| 1Y | +239.0% | +14.3% | +224.6% | +182.1% |
| 3Y | +311.0% | +128.9% | +182.1% | +51.3% |
| All | +472.0% | +187.1% | +284.9% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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