+115.8%
MRVL vs VST
+632.2%
-516.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.3% | +2.2% | +5.5% |
| 7D | -9.8% | -0.5% | -9.3% | -9.5% |
| 30D | -43.8% | -17.1% | -26.8% | -37.6% |
| 3M | -29.3% | -4.6% | -24.7% | -27.1% |
| 6M | -9.1% | -9.1% | 0.0% | -3.4% |
| YTD | +82.2% | -16.6% | +98.9% | +95.5% |
| 1Y | +70.3% | -29.5% | +99.8% | +99.3% |
| 3Y | +197.0% | +297.5% | -100.5% | +29.4% |
| 5Y | +115.8% | +654.5% | -538.8% | -28.8% |
| All | +115.8% | +632.2% | -516.4% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling