+151.4%
MRVL vs TOST
-46.7%
+198.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.3% | +9.2% | +9.4% |
| 7D | -9.8% | +4.0% | -13.8% | -11.1% |
| 30D | -43.8% | +11.1% | -54.9% | -46.1% |
| 3M | -29.3% | +0.8% | -30.1% | -30.4% |
| 6M | -9.1% | +38.8% | -47.9% | -21.4% |
| YTD | +82.2% | -2.1% | +84.3% | +74.4% |
| 1Y | +70.3% | -6.0% | +76.4% | +65.7% |
| 3Y | +197.0% | +149.8% | +47.2% | +91.9% |
| 5Y | +115.8% | -42.8% | +158.5% | +67.1% |
| All | +151.4% | -46.7% | +198.1% | +94.3% |
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