+82.7%
MRVL vs MSI
+28.6%
+54.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.3% | -6.8% |
| 7D | -36.5% | +2.8% | -39.3% | -36.0% |
| 30D | -41.1% | +9.1% | -50.2% | -39.8% |
| 3M | -26.9% | +12.5% | -39.4% | -24.9% |
| 6M | -2.3% | +14.2% | -16.5% | +1.6% |
| YTD | +88.4% | +30.7% | +57.6% | +78.5% |
| 1Y | +82.7% | +27.5% | +55.2% | +90.9% |
| All | +82.7% | +28.6% | +54.2% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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