+408.6%
MRVL vs OSCR
-9.5%
+418.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.8% |
| 7D | +8.7% | +1.1% | +7.6% | +8.5% |
| 30D | +6.9% | +16.5% | -9.6% | +4.4% |
| 3M | -10.1% | +17.0% | -27.1% | -12.9% |
| 6M | +143.4% | +145.0% | -1.5% | +107.3% |
| YTD | +167.5% | +126.7% | +40.7% | +129.1% |
| 1Y | +239.0% | +67.2% | +171.7% | +200.1% |
| 3Y | +311.0% | +405.1% | -94.1% | +170.6% |
| 5Y | +278.0% | +86.2% | +191.8% | +147.6% |
| All | +408.6% | -9.5% | +418.1% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling