+1,204.0%
MRVL vs VST
+1,219.3%
-15.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.3% | +2.2% | +6.2% |
| 7D | -9.8% | -0.5% | -9.3% | -9.5% |
| 30D | -43.8% | -17.1% | -26.8% | -38.6% |
| 3M | -29.3% | -4.6% | -24.7% | -27.3% |
| 6M | -9.1% | -9.1% | 0.0% | -4.1% |
| YTD | +82.2% | -16.6% | +98.9% | +94.3% |
| 1Y | +70.3% | -29.5% | +99.8% | +94.6% |
| 3Y | +197.0% | +297.5% | -100.5% | +76.5% |
| 5Y | +115.8% | +654.5% | -538.8% | +4.5% |
| 10Y | +1,204.0% | +1,205.2% | -1.2% | +439.0% |
| All | +1,204.0% | +1,219.3% | -15.3% | +439.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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