+463.4%
MRVL vs MAGS
+188.2%
+275.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.4% | +8.5% | +8.9% |
| 7D | +3.2% | +0.5% | +2.7% | +2.3% |
| 30D | +5.9% | +1.5% | +4.4% | +3.4% |
| 3M | -29.3% | +0.5% | -29.8% | -29.5% |
| 6M | +186.5% | +11.6% | +174.9% | +146.2% |
| YTD | +163.4% | +5.3% | +158.2% | +144.3% |
| 1Y | +249.5% | +14.9% | +234.6% | +189.0% |
| 3Y | +289.4% | +128.9% | +160.5% | +43.4% |
| All | +463.4% | +188.2% | +275.2% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling