+271.9%
MRVL vs MAS
+32.0%
+239.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.8% | +5.3% | +5.8% |
| 7D | +3.2% | -0.8% | +4.0% | +3.8% |
| 30D | +5.9% | -5.6% | +11.5% | +10.1% |
| 3M | -29.3% | +4.4% | -33.8% | -32.5% |
| 6M | +186.5% | +7.2% | +179.3% | +165.8% |
| YTD | +163.4% | +16.1% | +147.3% | +126.1% |
| 1Y | +249.5% | +0.1% | +249.4% | +233.4% |
| 3Y | +289.4% | +28.3% | +261.1% | +181.7% |
| All | +271.9% | +32.0% | +239.9% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling