+1,077.1%
MRVL vs MS
+616.2%
+461.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.3% | +6.1% |
| 7D | -28.1% | -1.6% | -26.6% | -27.2% |
| 30D | -50.4% | -3.8% | -46.6% | -48.7% |
| 3M | -32.9% | -14.6% | -18.3% | -24.8% |
| 6M | -17.9% | -5.1% | -12.9% | -13.2% |
| YTD | +66.4% | +4.5% | +61.9% | +63.2% |
| 1Y | +51.5% | +13.5% | +38.0% | +40.4% |
| 3Y | +177.9% | +160.4% | +17.5% | +50.0% |
| 5Y | +100.0% | +112.9% | -12.8% | +24.1% |
| All | +1,077.1% | +616.2% | +461.0% | +309.1% |
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