+1,001.3%
MRVL vs MS
+350.7%
+650.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.9% | -10.5% | -13.8% |
| 7D | -38.8% | -3.4% | -35.4% | -37.7% |
| 30D | -53.5% | -3.9% | -49.5% | -52.5% |
| 3M | -36.7% | -15.9% | -20.8% | -31.6% |
| 6M | -20.8% | -2.5% | -18.3% | -18.9% |
| YTD | +57.4% | +5.1% | +52.3% | +55.7% |
| 1Y | +44.0% | +13.0% | +31.0% | +38.2% |
| 3Y | +162.2% | +160.7% | +1.5% | +79.5% |
| 5Y | +89.2% | +114.0% | -24.8% | +43.6% |
| 10Y | +1,042.7% | +637.5% | +405.2% | +412.7% |
| All | +1,001.3% | +350.7% | +650.6% | +312.4% |
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