+1,173.1%
MRVL vs MS
+549.7%
+623.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.3% |
| 7D | +11.0% | +5.1% | +5.9% | +7.3% |
| 30D | -36.1% | +5.7% | -41.8% | -38.3% |
| 3M | -29.4% | -12.2% | -17.3% | -22.3% |
| 6M | -11.9% | -0.5% | -11.4% | -9.9% |
| YTD | +84.8% | +9.8% | +75.0% | +75.0% |
| 1Y | +79.4% | +17.7% | +61.7% | +62.1% |
| 3Y | +195.7% | +176.8% | +18.9% | +52.2% |
| 5Y | +117.2% | +123.7% | -6.5% | +29.6% |
| All | +1,173.1% | +549.7% | +623.4% | +305.5% |
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