+162.8%
MRVL vs OUST
+537.2%
-374.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -9.0% | -7.4% | -14.1% |
| 7D | -38.8% | -5.0% | -33.8% | -38.1% |
| 30D | -53.5% | -32.0% | -21.4% | -48.8% |
| 3M | -36.7% | -32.4% | -4.3% | -30.7% |
| 6M | -20.8% | +6.7% | -27.5% | -21.9% |
| YTD | +57.4% | +41.0% | +16.4% | +44.9% |
| 1Y | +44.0% | +18.0% | +26.0% | +36.2% |
| All | +162.8% | +537.2% | -374.3% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling