+96.9%
MRVL vs OUST
-49.1%
+146.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.0% | -8.3% | +2.0% |
| 7D | -28.1% | +17.0% | -45.1% | -31.2% |
| 30D | -50.4% | -16.5% | -33.9% | -48.1% |
| 3M | -32.9% | -23.7% | -9.3% | -28.8% |
| 6M | -17.9% | +18.4% | -36.3% | -22.5% |
| YTD | +66.4% | +60.8% | +5.6% | +43.7% |
| 1Y | +51.5% | +44.2% | +7.3% | +33.4% |
| 3Y | +177.9% | +668.1% | -490.2% | +32.4% |
| All | +96.9% | -49.1% | +146.0% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling