+894.4%
MSFT vs MRVL
+1,348.9%
-454.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +9.3% | -11.6% | -4.3% |
| 7D | -6.2% | +5.6% | -11.9% | -7.9% |
| 30D | -3.7% | -36.5% | +32.8% | +5.2% |
| 3M | +3.6% | -20.5% | +24.1% | +6.2% |
| 6M | +26.8% | -1.1% | +27.9% | +15.6% |
| YTD | +8.4% | +99.0% | -90.5% | -20.3% |
| 1Y | +3.3% | +89.3% | -86.0% | -23.6% |
| 3Y | +44.3% | +211.6% | -167.4% | -20.7% |
| 5Y | +63.3% | +134.1% | -70.7% | -9.0% |
| 10Y | +894.4% | +1,293.1% | -398.7% | +188.4% |
| All | +894.4% | +1,348.9% | -454.6% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRVL.
Daily Out/Under-Performance
Portfolio return minus MRVL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRVL 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 MRVL 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