+1,077.1%
MRVL vs MAS
+213.7%
+863.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.9% |
| 7D | -28.1% | +2.0% | -30.1% | -29.3% |
| 30D | -50.4% | +19.4% | -69.8% | -56.4% |
| 3M | -32.9% | +9.4% | -42.3% | -37.8% |
| 6M | -17.9% | +15.3% | -33.3% | -27.6% |
| YTD | +66.4% | +31.3% | +35.1% | +32.2% |
| 1Y | +51.5% | +34.9% | +16.7% | +18.1% |
| 3Y | +177.9% | +58.6% | +119.3% | +85.3% |
| 5Y | +100.0% | +40.7% | +59.3% | +44.5% |
| All | +1,077.1% | +213.7% | +863.4% | +433.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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