+878.4%
MSFT vs MRVL
+2,004.7%
-1,126.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.3% |
| 7D | -0.8% | +5.6% | -6.4% | -2.1% |
| 30D | +0.8% | +8.8% | -7.9% | -2.0% |
| 3M | +27.2% | -15.9% | +43.1% | +28.6% |
| 6M | +22.9% | +161.3% | -138.3% | -12.5% |
| YTD | +3.1% | +178.2% | -175.1% | -28.6% |
| 1Y | -0.3% | +255.3% | -255.6% | -36.8% |
| 3Y | +50.1% | +323.1% | -273.0% | -21.5% |
| 5Y | +74.6% | +293.2% | -218.6% | -14.8% |
| All | +878.4% | +2,004.7% | -1,126.3% | +153.8% |
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