+286.1%
MRVL vs OUST
-60.6%
+346.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | 0.0% | +9.3% | +9.3% |
| 7D | +5.6% | +14.0% | -8.3% | +2.6% |
| 30D | -36.5% | +2.5% | -39.1% | -36.9% |
| 3M | -20.5% | -15.3% | -5.2% | -17.8% |
| 6M | -1.1% | +42.6% | -43.8% | -9.8% |
| YTD | +99.0% | +76.6% | +22.4% | +70.2% |
| 1Y | +89.3% | +54.1% | +35.2% | +65.9% |
| 3Y | +211.6% | +675.3% | -463.6% | +62.4% |
| 5Y | +134.0% | -45.1% | +179.1% | +78.4% |
| All | +286.1% | -60.6% | +346.7% | +207.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling