+276.2%
MRVL vs OUST
-62.3%
+338.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.7% | -1.5% |
| 7D | +23.1% | +19.9% | +3.2% | +17.8% |
| 30D | -38.8% | +3.6% | -42.4% | -39.3% |
| 3M | -24.2% | -20.6% | -3.6% | -20.5% |
| 6M | 0.0% | +35.1% | -35.0% | -7.6% |
| YTD | +93.8% | +69.1% | +24.7% | +67.6% |
| 1Y | +84.4% | +49.9% | +34.5% | +62.8% |
| 3Y | +203.6% | +642.4% | -438.8% | +59.9% |
| 5Y | +127.8% | -48.3% | +176.1% | +75.9% |
| All | +276.2% | -62.3% | +338.5% | +202.7% |
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