+1,743.1%
MRVL vs VSH
+40.2%
+1,702.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.4% | +2.6% | +4.4% |
| 7D | +3.2% | +4.1% | -0.9% | +0.7% |
| 30D | +5.9% | -4.2% | +10.1% | +8.3% |
| 3M | -29.3% | -50.0% | +20.6% | +7.6% |
| 6M | +186.5% | +80.2% | +106.3% | +103.7% |
| YTD | +163.4% | +121.1% | +42.4% | +63.2% |
| 1Y | +249.5% | +112.0% | +137.5% | +120.0% |
| 3Y | +289.4% | +22.5% | +266.8% | +227.8% |
| 5Y | +270.2% | +64.0% | +206.2% | +172.5% |
| 10Y | +1,748.8% | +170.4% | +1,578.5% | +837.9% |
| All | +1,743.1% | +40.2% | +1,702.8% | +732.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling