+1,199.8%
MRVL vs VST
+929.5%
+270.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -13.8% | +6.7% | -1.0% |
| 7D | -36.5% | -15.7% | -20.8% | -31.5% |
| 30D | -41.1% | -17.0% | -24.1% | -36.0% |
| 3M | -26.9% | -15.9% | -11.0% | -20.9% |
| 6M | -2.3% | -25.0% | +22.7% | +11.4% |
| YTD | +88.4% | -25.1% | +113.5% | +109.8% |
| 1Y | +82.7% | -34.9% | +117.6% | +115.2% |
| 3Y | +213.8% | +252.7% | -38.9% | +97.2% |
| 5Y | +127.4% | +582.3% | -454.9% | +16.1% |
| 10Y | +1,267.3% | +1,076.6% | +190.7% | +505.4% |
| All | +1,199.8% | +929.5% | +270.3% | +473.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling