+1,173.1%
MRVL vs MS
+363.3%
+809.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -10.2% | +0.8% | -11.0% | -10.3% |
| 30D | -43.9% | -0.7% | -43.2% | -43.5% |
| 3M | -26.0% | -12.4% | -13.6% | -21.3% |
| 6M | -9.2% | -1.7% | -7.5% | -7.3% |
| YTD | +82.0% | +8.0% | +73.9% | +77.9% |
| 1Y | +65.9% | +16.2% | +49.7% | +57.4% |
| 3Y | +185.0% | +171.3% | +13.7% | +92.0% |
| 5Y | +121.5% | +124.8% | -3.3% | +64.8% |
| 10Y | +1,224.2% | +553.7% | +670.5% | +522.7% |
| All | +1,173.1% | +363.3% | +809.8% | +371.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling