+577.5%
MRVL vs QS
-44.4%
+621.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.5% | +7.0% |
| 7D | +3.2% | -2.3% | +5.5% | +3.6% |
| 30D | +5.9% | -0.7% | +6.7% | +6.0% |
| 3M | -29.3% | -39.6% | +10.3% | -23.6% |
| 6M | +186.5% | -21.7% | +208.2% | +198.5% |
| YTD | +163.4% | -47.4% | +210.9% | +188.4% |
| 1Y | +249.5% | -28.4% | +277.9% | +261.1% |
| 3Y | +289.4% | -22.6% | +312.0% | +270.6% |
| 5Y | +270.2% | -75.6% | +345.8% | +266.8% |
| All | +577.5% | -44.4% | +621.9% | +673.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling