+1,204.0%
MRVL vs MS
+614.4%
+589.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.1% | +6.4% | +7.2% |
| 7D | -9.8% | +0.7% | -10.5% | -9.9% |
| 30D | -43.8% | -0.9% | -42.9% | -43.1% |
| 3M | -29.3% | -13.0% | -16.3% | -21.6% |
| 6M | -9.1% | -2.0% | -7.1% | -6.1% |
| YTD | +82.2% | +7.8% | +74.5% | +75.0% |
| 1Y | +70.3% | +17.9% | +52.5% | +53.7% |
| 3Y | +197.0% | +174.8% | +22.2% | +54.1% |
| 5Y | +115.8% | +119.9% | -4.1% | +30.6% |
| 10Y | +1,204.0% | +578.8% | +625.2% | +336.8% |
| All | +1,204.0% | +614.4% | +589.6% | +336.8% |
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