+1,954.1%
MRVL vs MSTR
+675.4%
+1,278.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.8% | +7.1% | +4.9% |
| 7D | +13.8% | +7.7% | +6.1% | +11.3% |
| 30D | +12.7% | +36.3% | -23.7% | +3.7% |
| 3M | -11.9% | +13.4% | -25.3% | -15.8% |
| 6M | +153.8% | -4.5% | +158.3% | +150.3% |
| YTD | +177.0% | -12.7% | +189.6% | +173.1% |
| 1Y | +252.3% | -59.6% | +312.0% | +314.1% |
| 3Y | +325.5% | +272.5% | +53.1% | +136.7% |
| 5Y | +290.9% | +107.1% | +183.7% | +112.7% |
| 10Y | +1,954.1% | +677.4% | +1,276.7% | +457.0% |
| All | +1,954.1% | +675.4% | +1,278.7% | +457.0% |
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