+205.5%
MRVL vs OUST
-68.5%
+274.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -9.0% | -7.4% | -14.2% |
| 7D | -38.8% | -5.0% | -33.8% | -38.1% |
| 30D | -53.5% | -32.0% | -21.4% | -49.0% |
| 3M | -36.7% | -32.4% | -4.3% | -31.0% |
| 6M | -20.8% | +6.7% | -27.5% | -22.7% |
| YTD | +57.4% | +41.0% | +16.4% | +42.3% |
| 1Y | +44.0% | +18.0% | +26.0% | +34.4% |
| 3Y | +162.2% | +560.6% | -398.4% | +41.8% |
| 5Y | +89.2% | -55.1% | +144.3% | +52.0% |
| All | +205.5% | -68.5% | +274.0% | +157.1% |
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