+375.2%
MRVL vs QS
-62.6%
+437.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.2% | +0.5% | -3.9% |
| 7D | +11.0% | -14.0% | +25.0% | +13.6% |
| 30D | -36.1% | -6.4% | -29.7% | -35.5% |
| 3M | -29.4% | -40.3% | +10.8% | -23.7% |
| 6M | -11.9% | -57.5% | +45.6% | +0.4% |
| YTD | +84.8% | -64.7% | +149.5% | +114.7% |
| 1Y | +79.4% | -72.9% | +152.3% | +115.5% |
| 3Y | +195.7% | -33.5% | +229.2% | +190.8% |
| 5Y | +117.2% | -90.5% | +207.7% | +130.4% |
| All | +375.2% | -62.6% | +437.8% | +475.6% |
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