+134.0%
MRVL vs VSH
+54.3%
+79.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.8% | +0.6% | +2.4% |
| 7D | +5.6% | +12.8% | -7.1% | -3.6% |
| 30D | -36.5% | -9.0% | -27.5% | -31.4% |
| 3M | -20.5% | -12.2% | -8.3% | -13.0% |
| 6M | -1.1% | -15.9% | +14.8% | +14.0% |
| YTD | +99.0% | +103.2% | -4.3% | +12.3% |
| 1Y | +89.3% | +108.4% | -19.2% | +4.7% |
| 3Y | +211.6% | +41.6% | +170.1% | +121.6% |
| 5Y | +134.0% | +54.6% | +79.5% | +48.1% |
| All | +134.0% | +54.3% | +79.8% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling