+118.8%
MRVL vs QS
-90.5%
+209.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.2% | +0.5% | -3.3% |
| 7D | +11.0% | -14.0% | +25.0% | +15.6% |
| 30D | -36.1% | -6.4% | -29.7% | -35.1% |
| 3M | -29.4% | -40.3% | +10.8% | -19.0% |
| 6M | -11.9% | -57.5% | +45.6% | +11.0% |
| YTD | +84.8% | -64.7% | +149.5% | +140.9% |
| 1Y | +79.4% | -72.9% | +152.3% | +148.7% |
| 3Y | +195.7% | -33.5% | +229.2% | +157.5% |
| All | +118.8% | -90.5% | +209.4% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling