+263.4%
MRVL vs TOST
-48.0%
+311.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +7.0% | +7.0% |
| 7D | +3.2% | -3.4% | +6.6% | +4.4% |
| 30D | +5.9% | -2.4% | +8.4% | +6.4% |
| 3M | -29.3% | +34.6% | -64.0% | -37.1% |
| 6M | +186.5% | +15.2% | +171.3% | +162.9% |
| YTD | +163.4% | -4.4% | +167.8% | +156.7% |
| 1Y | +249.5% | -17.4% | +266.9% | +258.0% |
| 3Y | +289.4% | +54.5% | +234.9% | +201.1% |
| All | +263.4% | -48.0% | +311.4% | +186.0% |
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 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