+265.6%
MRVL vs OUST
-65.4%
+331.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +15.7% | -22.8% | -10.9% |
| 7D | -36.5% | -0.2% | -36.3% | -36.6% |
| 30D | -41.1% | -24.0% | -17.1% | -37.3% |
| 3M | -26.9% | -29.9% | +3.0% | -21.2% |
| 6M | -2.3% | +19.1% | -21.5% | -7.4% |
| YTD | +88.4% | +55.0% | +33.4% | +66.0% |
| 1Y | +82.7% | +21.2% | +61.6% | +68.3% |
| 3Y | +213.8% | +626.0% | -412.2% | +65.3% |
| 5Y | +127.4% | -51.6% | +179.0% | +78.3% |
| All | +265.6% | -65.4% | +331.0% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling