+195.7%
MRVL vs TOST
+146.3%
+49.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.1% | -5.4% |
| 7D | +11.0% | 0.0% | +11.0% | +10.9% |
| 30D | -36.1% | +16.2% | -52.3% | -38.7% |
| 3M | -29.4% | -1.5% | -27.9% | -29.7% |
| 6M | -11.9% | +55.3% | -67.2% | -24.5% |
| YTD | +84.8% | -2.3% | +87.1% | +81.9% |
| 1Y | +79.4% | -5.5% | +84.9% | +79.2% |
| 3Y | +195.7% | +151.1% | +44.6% | +93.1% |
| All | +195.7% | +146.3% | +49.4% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling