+214.1%
MRVL vs MSTZ
-99.3%
+313.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +7.4% |
| 7D | +3.2% | -29.7% | +32.9% | -0.2% |
| 30D | +5.9% | -65.3% | +71.2% | -4.3% |
| 3M | -29.3% | -57.3% | +28.0% | -32.0% |
| 6M | +186.5% | -61.6% | +248.1% | +178.6% |
| YTD | +163.4% | -78.3% | +241.7% | +153.0% |
| 1Y | +249.5% | -30.2% | +279.7% | +305.5% |
| All | +214.1% | -99.3% | +313.4% | +232.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling