+96.9%
MRVL vs MS
+111.6%
-14.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.3% | +6.3% |
| 7D | -28.1% | -1.6% | -26.6% | -26.9% |
| 30D | -50.4% | -3.8% | -46.6% | -48.2% |
| 3M | -32.9% | -14.6% | -18.3% | -21.6% |
| 6M | -17.9% | -5.1% | -12.9% | -11.9% |
| YTD | +66.4% | +4.5% | +61.9% | +60.3% |
| 1Y | +51.5% | +13.5% | +38.0% | +34.5% |
| 3Y | +177.9% | +160.4% | +17.5% | +7.3% |
| All | +96.9% | +111.6% | -14.7% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling