+42.7%
MKSI vs VEU
+17.0%
+25.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.0% | -7.0% | -9.2% |
| 7D | -10.7% | +0.2% | -10.9% | -11.2% |
| 30D | -30.5% | -2.1% | -28.4% | -26.9% |
| 3M | -39.2% | -2.7% | -36.5% | -35.0% |
| 6M | -33.0% | +3.2% | -36.2% | -34.4% |
| YTD | +22.3% | +12.6% | +9.8% | -0.1% |
| 1Y | +42.7% | +17.1% | +25.6% | +9.0% |
| All | +42.7% | +17.0% | +25.7% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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