+223.0%
MRVL vs OUST
-64.1%
+287.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.0% | -8.3% | +2.3% |
| 7D | -28.1% | +17.0% | -45.1% | -31.0% |
| 30D | -50.4% | -16.5% | -33.9% | -48.2% |
| 3M | -32.9% | -23.7% | -9.3% | -29.0% |
| 6M | -17.9% | +18.4% | -36.3% | -22.1% |
| YTD | +66.4% | +60.8% | +5.6% | +45.6% |
| 1Y | +51.5% | +44.2% | +7.3% | +35.0% |
| 3Y | +177.9% | +668.1% | -490.2% | +44.7% |
| 5Y | +100.0% | -48.8% | +148.9% | +55.5% |
| All | +223.0% | -64.1% | +287.1% | +163.0% |
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 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