+96.9%
MRVL vs TOST
-38.4%
+135.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.2% |
| 7D | -28.1% | +9.4% | -37.5% | -30.6% |
| 30D | -50.4% | +13.5% | -63.9% | -52.8% |
| 3M | -32.9% | -0.1% | -32.8% | -33.8% |
| 6M | -17.9% | +22.5% | -40.4% | -26.8% |
| YTD | +66.4% | -2.4% | +68.8% | +59.2% |
| 1Y | +51.5% | -4.7% | +56.2% | +46.4% |
| 3Y | +177.9% | +103.2% | +74.7% | +89.3% |
| All | +96.9% | -38.4% | +135.3% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling