+89.3%
MRVL vs MS
+16.4%
+72.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.6% | +7.7% | +7.6% |
| 7D | +5.6% | -1.7% | +7.4% | +8.5% |
| 30D | -36.5% | +0.9% | -37.4% | -36.5% |
| 3M | -20.5% | -10.8% | -9.6% | -10.6% |
| 6M | -1.1% | +0.9% | -2.1% | +2.8% |
| YTD | +99.0% | +9.8% | +89.2% | +88.6% |
| All | +89.3% | +16.4% | +72.9% | +67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling