+1,224.2%
MRVL vs MSI
+670.3%
+553.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -10.2% | +7.4% | -17.6% | -14.4% |
| 30D | -43.9% | +18.7% | -62.6% | -49.8% |
| 3M | -26.0% | +14.5% | -40.4% | -32.7% |
| 6M | -9.2% | +38.1% | -47.3% | -27.7% |
| YTD | +82.0% | +38.7% | +43.3% | +41.0% |
| 1Y | +65.9% | +35.4% | +30.5% | +30.8% |
| 3Y | +185.0% | +75.1% | +109.9% | +85.5% |
| 5Y | +121.5% | +126.4% | -4.9% | +21.6% |
| 10Y | +1,224.2% | +671.4% | +552.8% | +279.0% |
| All | +1,224.2% | +670.3% | +553.8% | +279.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling