+904.1%
MRVL vs MTSI
+896.6%
+7.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -18.4% | +1.9% | -7.9% |
| 7D | -38.8% | -24.6% | -14.2% | -29.8% |
| 30D | -53.5% | -45.7% | -7.7% | -38.0% |
| 3M | -36.7% | -27.7% | -8.9% | -26.9% |
| 6M | -20.8% | -37.3% | +16.5% | +0.5% |
| YTD | +57.4% | +11.1% | +46.3% | +54.0% |
| 1Y | +44.0% | +27.2% | +16.8% | +32.6% |
| 3Y | +162.2% | +153.7% | +8.5% | +89.5% |
| 5Y | +89.2% | +159.0% | -69.8% | +38.6% |
| 10Y | +1,042.7% | +405.6% | +637.1% | +501.4% |
| All | +904.1% | +896.6% | +7.5% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling