+1,743.1%
MRVL vs MSTR
+331.1%
+1,412.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.4% | +8.4% | +7.4% |
| 7D | +3.2% | +12.2% | -9.0% | -0.1% |
| 30D | +5.9% | +45.2% | -39.2% | -3.8% |
| 3M | -29.3% | +10.4% | -39.7% | -31.7% |
| 6M | +186.5% | -2.5% | +189.0% | +180.9% |
| YTD | +163.4% | -6.0% | +169.5% | +155.6% |
| 1Y | +249.5% | -56.4% | +305.9% | +303.5% |
| 3Y | +289.4% | +306.3% | -16.9% | +116.2% |
| 5Y | +270.2% | +100.5% | +169.8% | +113.7% |
| 10Y | +1,748.8% | +741.1% | +1,007.7% | +540.7% |
| All | +1,743.1% | +331.1% | +1,412.0% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling