+218.5%
MRVL vs MAGS
+122.9%
+95.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +8.7% |
| 7D | +5.6% | -2.0% | +7.6% | +9.8% |
| 30D | -36.5% | -6.9% | -29.6% | -28.7% |
| 3M | -20.5% | +0.7% | -21.1% | -19.7% |
| 6M | -1.1% | -0.8% | -0.4% | +2.2% |
| YTD | +99.0% | +4.4% | +94.5% | +90.6% |
| 1Y | +89.3% | +3.9% | +85.4% | +83.5% |
| All | +218.5% | +122.9% | +95.6% | +31.3% |
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