+162.8%
MRVL vs MAS
+61.2%
+101.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.4% | -13.0% | -15.1% |
| 7D | -38.8% | +4.6% | -43.4% | -40.0% |
| 30D | -53.5% | +19.9% | -73.3% | -57.5% |
| 3M | -36.7% | +8.9% | -45.6% | -39.5% |
| 6M | -20.8% | +20.2% | -41.0% | -28.6% |
| YTD | +57.4% | +33.9% | +23.5% | +31.5% |
| 1Y | +44.0% | +34.7% | +9.3% | +19.8% |
| All | +162.8% | +61.2% | +101.6% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling