+1,091.0%
MRVL vs MSTR
+586.5%
+504.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -28.1% | -1.2% | -26.9% | -27.8% |
| 30D | -50.4% | -15.9% | -34.5% | -48.1% |
| 3M | -32.9% | +33.1% | -66.0% | -38.0% |
| 6M | -17.9% | -31.0% | +13.0% | -12.4% |
| YTD | +66.4% | -15.1% | +81.6% | +64.9% |
| 1Y | +51.5% | -45.6% | +97.2% | +66.2% |
| 3Y | +177.9% | +180.5% | -2.6% | +67.1% |
| 5Y | +100.0% | +61.7% | +38.4% | +14.5% |
| All | +1,091.0% | +586.5% | +504.5% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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