+1,758.8%
MRVL vs MAS
+137.9%
+1,620.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.8% | +5.3% | +5.9% |
| 7D | +3.2% | -0.8% | +4.0% | +3.7% |
| 30D | +5.9% | -5.6% | +11.5% | +9.8% |
| 3M | -29.3% | +4.4% | -33.8% | -32.1% |
| 6M | +186.5% | +7.2% | +179.3% | +168.6% |
| YTD | +163.4% | +16.1% | +147.3% | +131.3% |
| 1Y | +249.5% | +0.1% | +249.4% | +235.8% |
| 3Y | +289.4% | +28.3% | +261.1% | +205.7% |
| 5Y | +270.2% | +30.5% | +239.8% | +188.2% |
| All | +1,758.8% | +137.9% | +1,620.9% | +915.8% |
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