+1,173.1%
MRVL vs MTSI
+465.0%
+708.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.6% | +0.9% | -1.6% |
| 7D | +11.0% | +10.0% | +1.0% | +5.6% |
| 30D | -36.1% | -20.3% | -15.7% | -27.5% |
| 3M | -29.4% | -24.4% | -5.0% | -18.3% |
| 6M | -11.9% | -39.2% | +27.3% | +17.2% |
| YTD | +84.8% | +35.5% | +49.3% | +60.2% |
| 1Y | +79.4% | +43.0% | +36.4% | +51.5% |
| 3Y | +195.7% | +196.3% | -0.5% | +81.2% |
| 5Y | +117.2% | +210.0% | -92.9% | +32.4% |
| All | +1,173.1% | +465.0% | +708.1% | +433.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling