+96.9%
MRVL vs MAS
+39.2%
+57.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.9% |
| 7D | -28.1% | +2.0% | -30.1% | -29.4% |
| 30D | -50.4% | +19.4% | -69.8% | -56.8% |
| 3M | -32.9% | +9.4% | -42.3% | -38.1% |
| 6M | -17.9% | +15.3% | -33.3% | -28.3% |
| YTD | +66.4% | +31.3% | +35.1% | +28.8% |
| 1Y | +51.5% | +34.9% | +16.7% | +14.6% |
| 3Y | +177.9% | +58.6% | +119.3% | +66.1% |
| All | +96.9% | +39.2% | +57.7% | +36.0% |
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 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