+1,293.1%
MRVL vs MSI
+683.5%
+609.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.5% | +7.8% | +8.5% |
| 7D | +5.6% | +7.7% | -2.1% | +0.7% |
| 30D | -36.5% | +19.9% | -56.4% | -43.5% |
| 3M | -20.5% | +14.9% | -35.4% | -27.8% |
| 6M | -1.1% | +37.2% | -38.4% | -20.8% |
| YTD | +99.0% | +40.8% | +58.2% | +53.0% |
| 1Y | +89.3% | +38.1% | +51.1% | +47.6% |
| 3Y | +211.6% | +77.7% | +133.9% | +101.3% |
| 5Y | +134.1% | +129.0% | +5.0% | +27.8% |
| 10Y | +1,293.1% | +671.3% | +621.8% | +304.1% |
| All | +1,293.1% | +683.5% | +609.6% | +304.1% |
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