+514.9%
MKSI vs VFC
-69.1%
+584.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +0.2% |
| 7D | +2.7% | -1.4% | +4.1% | +3.3% |
| 30D | -12.8% | -9.0% | -3.8% | -9.2% |
| 3M | -22.5% | -24.2% | +1.7% | -13.6% |
| 6M | +19.4% | -18.5% | +37.9% | +28.1% |
| YTD | +67.7% | -25.9% | +93.6% | +86.4% |
| 1Y | +131.4% | -13.0% | +144.4% | +135.3% |
| 3Y | +197.3% | -20.3% | +217.7% | +168.9% |
| 5Y | +87.0% | -78.1% | +165.0% | +234.4% |
| All | +514.9% | -69.1% | +584.0% | +844.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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