+1,916.5%
MRVL vs VSH
+181.9%
+1,734.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.8% |
| 7D | +13.8% | +3.5% | +10.3% | +11.2% |
| 30D | +12.7% | -4.4% | +17.1% | +15.8% |
| 3M | -11.9% | -45.8% | +33.9% | +33.2% |
| 6M | +153.8% | +90.1% | +63.7% | +68.7% |
| YTD | +177.0% | +120.3% | +56.6% | +62.9% |
| 1Y | +252.3% | +112.2% | +140.1% | +110.2% |
| 3Y | +325.5% | +36.6% | +289.0% | +226.1% |
| 5Y | +290.9% | +67.0% | +223.9% | +170.4% |
| All | +1,916.5% | +181.9% | +1,734.5% | +954.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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