+210.3%
MRVL vs MSTR
+127.9%
+82.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.2% |
| 7D | +23.1% | -11.5% | +34.7% | +26.2% |
| 30D | -38.8% | -24.8% | -14.0% | -35.0% |
| 3M | -24.2% | +20.6% | -44.9% | -27.4% |
| 6M | 0.0% | -38.0% | +38.0% | +7.6% |
| YTD | +93.8% | -24.7% | +118.5% | +97.1% |
| 1Y | +84.4% | -49.1% | +133.5% | +100.9% |
| All | +210.3% | +127.9% | +82.3% | +222.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling