+214.1%
MRVL vs MSTU
-85.2%
+299.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.2% | +10.2% | +7.4% |
| 7D | +3.2% | +21.3% | -18.1% | -0.2% |
| 30D | +5.9% | +90.8% | -84.9% | -4.2% |
| 3M | -29.3% | -6.8% | -22.6% | -31.2% |
| 6M | +186.5% | -39.8% | +226.3% | +185.0% |
| YTD | +163.4% | -55.7% | +219.1% | +161.1% |
| 1Y | +249.5% | -92.7% | +342.2% | +329.1% |
| All | +214.1% | -85.2% | +299.3% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling