+1,013.3%
MRVL vs MAS
+219.8%
+793.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.4% | -13.0% | -14.3% |
| 7D | -38.8% | +4.6% | -43.4% | -40.8% |
| 30D | -53.5% | +19.9% | -73.3% | -59.2% |
| 3M | -36.7% | +8.9% | -45.6% | -41.1% |
| 6M | -20.8% | +20.2% | -41.0% | -31.9% |
| YTD | +57.4% | +33.9% | +23.5% | +23.7% |
| 1Y | +44.0% | +34.7% | +9.3% | +12.5% |
| 3Y | +162.2% | +60.4% | +101.8% | +74.0% |
| 5Y | +89.2% | +43.5% | +45.7% | +35.2% |
| All | +1,013.3% | +219.8% | +793.5% | +399.0% |
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