+298.8%
MRVL vs MSTR
+312.1%
-13.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.4% | +8.4% | +7.3% |
| 7D | +3.2% | +12.2% | -9.0% | +0.5% |
| 30D | +5.9% | +45.2% | -39.2% | -2.1% |
| 3M | -29.3% | +10.4% | -39.7% | -31.3% |
| 6M | +186.5% | -2.5% | +189.0% | +181.4% |
| YTD | +163.4% | -6.0% | +169.5% | +156.6% |
| 1Y | +249.5% | -56.4% | +305.9% | +290.2% |
| All | +298.8% | +312.1% | -13.3% | +230.4% |
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