+1,847.4%
MRVL vs VSAT
+3.1%
+1,844.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -4.0% |
| 7D | +8.7% | +3.4% | +5.3% | +7.7% |
| 30D | +6.9% | -12.2% | +19.1% | +10.1% |
| 3M | -10.1% | +20.6% | -30.7% | -14.5% |
| 6M | +143.4% | +60.2% | +83.3% | +115.5% |
| YTD | +167.5% | +115.3% | +52.2% | +119.0% |
| 1Y | +239.0% | +154.6% | +84.4% | +164.0% |
| 3Y | +311.0% | +211.2% | +99.8% | +162.3% |
| 5Y | +278.0% | +52.7% | +225.3% | +171.1% |
| All | +1,847.4% | +3.1% | +1,844.3% | +1,347.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling