+126.4%
MRVL vs MAS
+46.7%
+79.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +5.6% | -12.7% | -10.6% |
| 7D | -36.5% | +14.2% | -50.7% | -42.5% |
| 30D | -41.1% | +26.8% | -67.9% | -50.7% |
| 3M | -26.9% | +13.1% | -40.0% | -34.0% |
| 6M | -2.3% | +27.9% | -30.2% | -20.6% |
| YTD | +88.4% | +38.7% | +49.7% | +40.4% |
| 1Y | +82.7% | +40.4% | +42.4% | +34.7% |
| 3Y | +213.8% | +66.1% | +147.6% | +82.2% |
| All | +126.4% | +46.7% | +79.6% | +50.8% |
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 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