+117.1%
MRVL vs TOST
-46.1%
+163.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.6% | -15.8% | -16.2% |
| 7D | -38.8% | +11.6% | -50.5% | -41.3% |
| 30D | -53.5% | +16.2% | -69.7% | -56.0% |
| 3M | -36.7% | +1.0% | -37.7% | -37.7% |
| 6M | -20.8% | +23.2% | -44.0% | -29.2% |
| YTD | +57.4% | -1.0% | +58.4% | +50.1% |
| 1Y | +44.0% | -9.9% | +53.9% | +42.3% |
| 3Y | +162.2% | +101.0% | +61.2% | +82.6% |
| 5Y | +89.2% | -40.4% | +129.6% | +45.7% |
| All | +117.1% | -46.1% | +163.3% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling