+197.3%
MKSI vs VCLT
+11.4%
+186.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.0% |
| 7D | +2.7% | -1.4% | +4.0% | +4.6% |
| 30D | -12.8% | -1.2% | -11.6% | -11.5% |
| 3M | -22.5% | -4.8% | -17.7% | -17.1% |
| 6M | +19.4% | -2.6% | +22.0% | +24.4% |
| YTD | +67.7% | -3.3% | +71.1% | +76.6% |
| 1Y | +131.4% | -4.8% | +136.2% | +148.5% |
| 3Y | +197.3% | +11.5% | +185.8% | +161.0% |
| All | +197.3% | +11.4% | +186.0% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling