+429.1%
MRVL vs OSCR
-9.0%
+438.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +5.6% | +1.6% | +4.0% | +5.3% |
| 30D | +8.8% | +10.7% | -1.9% | +7.0% |
| 3M | -15.9% | +13.4% | -29.2% | -18.1% |
| 6M | +161.3% | +144.6% | +16.7% | +122.6% |
| YTD | +178.2% | +128.0% | +50.2% | +138.2% |
| 1Y | +255.3% | +68.7% | +186.7% | +214.2% |
| 3Y | +323.1% | +398.8% | -75.7% | +179.3% |
| 5Y | +293.2% | +87.3% | +206.0% | +157.4% |
| All | +429.1% | -9.0% | +438.1% | +324.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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