+82.7%
MRVL vs MSTZ
-63.1%
+145.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.6% | +2.5% | -8.2% |
| 7D | -36.5% | +0.7% | -37.2% | -36.2% |
| 30D | -41.1% | +16.6% | -57.7% | -39.2% |
| 3M | -26.9% | -74.7% | +47.8% | -33.6% |
| 6M | -2.3% | -43.9% | +41.6% | -0.5% |
| YTD | +88.4% | -84.0% | +172.4% | +75.9% |
| 1Y | +82.7% | -65.1% | +147.8% | +91.0% |
| All | +82.7% | -63.1% | +145.8% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling