+117.3%
MRVL vs MSTU
-90.1%
+207.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -5.1% | +14.6% | +10.2% |
| 7D | -9.8% | -9.3% | -0.5% | -8.7% |
| 30D | -43.8% | -38.3% | -5.6% | -40.5% |
| 3M | -29.3% | +24.0% | -53.3% | -33.5% |
| 6M | -9.1% | -72.1% | +63.0% | -0.3% |
| YTD | +82.2% | -70.2% | +152.5% | +87.1% |
| 1Y | +70.3% | -89.6% | +159.9% | +98.5% |
| All | +117.3% | -90.1% | +207.3% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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