+96.9%
MRVL vs MTSI
+183.3%
-86.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.8% | -5.1% | -3.6% |
| 7D | -28.1% | -10.0% | -18.1% | -21.5% |
| 30D | -50.4% | -37.2% | -13.2% | -26.6% |
| 3M | -32.9% | -30.1% | -2.9% | -11.8% |
| 6M | -17.9% | -31.9% | +14.0% | +12.5% |
| YTD | +66.4% | +23.2% | +43.3% | +27.6% |
| 1Y | +51.5% | +26.4% | +25.2% | +12.8% |
| 3Y | +177.9% | +186.2% | -8.3% | -12.6% |
| All | +96.9% | +183.3% | -86.4% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling