+42.7%
MKSI vs VCLT
-3.2%
+45.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -6.4% |
| 7D | -10.7% | +0.4% | -11.1% | -11.2% |
| 30D | -30.5% | +3.9% | -34.4% | -35.3% |
| 3M | -39.2% | -1.9% | -37.2% | -36.0% |
| 6M | -33.0% | -2.6% | -30.4% | -28.2% |
| YTD | +22.3% | -3.1% | +25.4% | +30.8% |
| 1Y | +42.7% | -3.6% | +46.2% | +56.0% |
| All | +42.7% | -3.2% | +45.9% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling