+1,224.2%
MRVL vs MOS
+3.2%
+1,221.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -10.2% | +24.8% | -35.0% | -16.4% |
| 30D | -43.9% | +22.7% | -66.6% | -47.7% |
| 3M | -26.0% | -1.2% | -24.7% | -26.7% |
| 6M | -9.2% | +5.5% | -14.8% | -12.3% |
| YTD | +82.0% | -2.0% | +83.9% | +76.5% |
| 1Y | +65.9% | -7.9% | +73.8% | +63.1% |
| 3Y | +185.0% | -25.0% | +210.0% | +189.8% |
| 5Y | +121.5% | -27.7% | +149.2% | +120.8% |
| 10Y | +1,224.2% | -1.6% | +1,225.7% | +975.1% |
| All | +1,224.2% | +3.2% | +1,221.0% | +975.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling