+289.8%
MRVL vs MS
+178.0%
+111.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.8% | +6.8% |
| 7D | +3.2% | +1.4% | +1.8% | +1.9% |
| 30D | +5.9% | -0.3% | +6.2% | +5.6% |
| 3M | -29.3% | +0.3% | -29.6% | -29.2% |
| 6M | +186.5% | +31.3% | +155.1% | +128.1% |
| YTD | +163.4% | +24.7% | +138.8% | +116.8% |
| 1Y | +249.5% | +47.9% | +201.6% | +145.2% |
| All | +289.8% | +178.0% | +111.7% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling