+1,192.7%
MRVL vs PSA
+3,619.4%
-2,426.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | +11.0% | -1.4% | +12.5% | +11.7% |
| 30D | -36.1% | +15.2% | -51.3% | -40.0% |
| 3M | -29.4% | +2.2% | -31.6% | -30.6% |
| 6M | -11.9% | +11.7% | -23.5% | -17.4% |
| YTD | +84.8% | +32.0% | +52.8% | +61.6% |
| 1Y | +79.4% | +26.3% | +53.1% | +59.7% |
| 3Y | +195.7% | +52.4% | +143.4% | +136.1% |
| 5Y | +117.2% | +26.3% | +90.9% | +87.4% |
| 10Y | +1,193.7% | +132.3% | +1,061.4% | +736.0% |
| All | +1,192.7% | +3,619.4% | -2,426.7% | +218.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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