+249.5%
MRVL vs OUST
+33.5%
+216.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.4% | +6.5% |
| 7D | +3.2% | +5.2% | -2.0% | +1.4% |
| 30D | +5.9% | -19.3% | +25.2% | +12.9% |
| 3M | -29.3% | -22.6% | -6.7% | -24.7% |
| 6M | +186.5% | +62.8% | +123.7% | +154.9% |
| YTD | +163.4% | +68.3% | +95.1% | +130.6% |
| 1Y | +249.5% | +28.5% | +220.9% | +215.0% |
| All | +249.5% | +33.5% | +216.0% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling