+271.9%
MRVL vs OUST
-56.2%
+328.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.4% | +6.6% |
| 7D | +3.2% | +5.2% | -2.0% | +1.8% |
| 30D | +5.9% | -19.3% | +25.2% | +11.2% |
| 3M | -29.3% | -22.6% | -6.7% | -25.5% |
| 6M | +186.5% | +62.8% | +123.7% | +150.0% |
| YTD | +163.4% | +68.3% | +95.1% | +125.7% |
| 1Y | +249.5% | +28.5% | +220.9% | +208.1% |
| 3Y | +289.4% | +554.0% | -264.7% | +94.2% |
| All | +271.9% | -56.2% | +328.0% | +240.9% |
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