+1,224.2%
MRVL vs MS
+576.8%
+647.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | -10.2% | +0.8% | -11.0% | -10.4% |
| 30D | -43.9% | -0.7% | -43.2% | -43.3% |
| 3M | -26.0% | -12.4% | -13.6% | -18.4% |
| 6M | -9.2% | -1.7% | -7.5% | -6.3% |
| YTD | +82.0% | +8.0% | +73.9% | +74.4% |
| 1Y | +65.9% | +16.2% | +49.7% | +51.1% |
| 3Y | +185.0% | +171.3% | +13.7% | +48.7% |
| 5Y | +121.5% | +124.8% | -3.3% | +32.1% |
| 10Y | +1,224.2% | +553.7% | +670.5% | +321.1% |
| All | +1,224.2% | +576.8% | +647.4% | +321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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