+321.2%
MRVL vs MAGS
+126.5%
+194.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +3.8% |
| 7D | +13.8% | +0.8% | +13.0% | +12.4% |
| 30D | +12.7% | +0.4% | +12.3% | +11.6% |
| 3M | -11.9% | +5.6% | -17.5% | -18.4% |
| 6M | +153.8% | +12.3% | +141.5% | +117.4% |
| YTD | +177.0% | +5.1% | +171.9% | +157.5% |
| 1Y | +252.3% | +14.0% | +238.4% | +194.9% |
| All | +321.2% | +126.5% | +194.6% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling