+66.1%
MRVL vs OUST
+42.6%
+23.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.8% | -1.4% | +5.0% |
| 7D | -9.8% | +36.7% | -46.5% | -21.4% |
| 30D | -43.8% | -3.3% | -40.5% | -43.4% |
| 3M | -29.3% | -11.1% | -18.2% | -27.3% |
| 6M | -9.1% | +53.1% | -62.1% | -22.3% |
| YTD | +82.2% | +78.2% | +4.0% | +40.5% |
| All | +66.1% | +42.6% | +23.5% | +36.0% |
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