+514.9%
MKSI vs ITOT
+303.4%
+211.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +0.5% |
| 7D | +2.7% | -0.9% | +3.6% | +4.4% |
| 30D | -12.8% | -1.5% | -11.3% | -10.5% |
| 3M | -22.5% | +3.6% | -26.1% | -26.2% |
| 6M | +19.4% | +13.7% | +5.7% | -2.8% |
| YTD | +67.7% | +12.9% | +54.8% | +38.9% |
| 1Y | +131.4% | +17.2% | +114.2% | +81.6% |
| 3Y | +197.3% | +75.6% | +121.7% | +29.1% |
| 5Y | +87.0% | +75.5% | +11.5% | -14.3% |
| All | +514.9% | +303.4% | +211.5% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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