+151.0%
MRVL vs TOST
-47.1%
+198.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -10.2% | +3.0% | -13.2% | -11.2% |
| 30D | -43.9% | +10.3% | -54.2% | -46.1% |
| 3M | -26.0% | -3.3% | -22.7% | -26.1% |
| 6M | -9.2% | +37.8% | -47.0% | -21.3% |
| YTD | +82.0% | -2.8% | +84.8% | +74.5% |
| 1Y | +65.9% | -9.6% | +75.5% | +63.7% |
| 3Y | +185.0% | +144.6% | +40.4% | +85.5% |
| 5Y | +121.5% | -31.0% | +152.4% | +68.5% |
| All | +151.0% | -47.1% | +198.1% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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