+1,064.4%
MRVL vs MOS
+134.6%
+929.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -28.1% | +21.6% | -49.7% | -33.4% |
| 30D | -50.4% | +12.0% | -62.4% | -52.9% |
| 3M | -32.9% | -3.9% | -29.0% | -33.4% |
| 6M | -17.9% | -3.3% | -14.6% | -19.1% |
| YTD | +66.4% | -4.6% | +71.1% | +61.9% |
| 1Y | +51.5% | -7.0% | +58.5% | +47.7% |
| 3Y | +177.9% | -24.4% | +202.3% | +181.2% |
| 5Y | +100.0% | -32.1% | +132.1% | +100.8% |
| 10Y | +1,108.1% | +10.3% | +1,097.8% | +786.0% |
| All | +1,064.4% | +134.6% | +929.8% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling