+167.4%
MRVL vs TOST
-48.6%
+216.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.0% |
| 7D | +23.1% | -4.7% | +27.8% | +25.0% |
| 30D | -38.8% | +8.5% | -47.3% | -40.9% |
| 3M | -24.2% | -1.6% | -22.6% | -24.8% |
| 6M | 0.0% | +44.1% | -44.1% | -14.8% |
| YTD | +93.8% | -5.6% | +99.4% | +87.6% |
| 1Y | +84.4% | -12.6% | +97.0% | +83.9% |
| 3Y | +203.6% | +137.6% | +66.0% | +99.4% |
| 5Y | +127.8% | -30.4% | +158.2% | +74.3% |
| All | +167.4% | -48.6% | +216.0% | +109.0% |
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