+615.6%
MRVL vs QS
-46.4%
+661.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.7% |
| 7D | +5.6% | -3.6% | +9.3% | +6.1% |
| 30D | +8.8% | -17.2% | +26.0% | +11.9% |
| 3M | -15.9% | -27.0% | +11.1% | -11.7% |
| 6M | +161.3% | -24.6% | +185.8% | +173.8% |
| YTD | +178.2% | -49.3% | +227.6% | +206.1% |
| 1Y | +255.3% | -40.3% | +295.7% | +277.1% |
| 3Y | +323.1% | -23.8% | +346.9% | +303.7% |
| 5Y | +293.2% | -75.0% | +368.2% | +291.2% |
| All | +615.6% | -46.4% | +661.9% | +720.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling