+986.3%
MRVL vs VST
+866.2%
+120.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -6.2% | -10.3% | -13.7% |
| 7D | -38.8% | -19.9% | -18.9% | -32.2% |
| 30D | -53.5% | -29.7% | -23.8% | -45.4% |
| 3M | -36.7% | -19.6% | -17.1% | -29.8% |
| 6M | -20.8% | -29.4% | +8.6% | -6.9% |
| YTD | +57.4% | -29.7% | +87.1% | +81.1% |
| 1Y | +44.0% | -40.0% | +84.0% | +76.6% |
| 3Y | +162.2% | +231.0% | -68.8% | +70.2% |
| 5Y | +89.2% | +500.1% | -410.9% | +1.5% |
| 10Y | +1,042.7% | +1,004.2% | +38.5% | +422.6% |
| All | +986.3% | +866.2% | +120.1% | +395.1% |
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