+1,217.8%
MRVL vs MAS
+854.3%
+363.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +5.6% | -12.7% | -9.7% |
| 7D | -36.5% | +14.2% | -50.7% | -41.0% |
| 30D | -41.1% | +26.8% | -67.9% | -48.1% |
| 3M | -26.9% | +13.1% | -40.0% | -32.1% |
| 6M | -2.3% | +27.9% | -30.2% | -15.2% |
| YTD | +88.4% | +38.7% | +49.7% | +55.8% |
| 1Y | +82.7% | +40.4% | +42.4% | +50.2% |
| 3Y | +213.8% | +66.1% | +147.6% | +134.7% |
| 5Y | +127.4% | +47.4% | +80.0% | +82.5% |
| 10Y | +1,267.3% | +238.3% | +1,028.9% | +653.0% |
| All | +1,217.8% | +854.3% | +363.4% | +277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling