+197.3%
MKSI vs VFC
-25.2%
+222.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +0.5% |
| 7D | +2.7% | -1.4% | +4.1% | +3.2% |
| 30D | -12.8% | -9.0% | -3.8% | -10.0% |
| 3M | -22.5% | -24.2% | +1.7% | -15.3% |
| 6M | +19.4% | -18.5% | +37.9% | +26.6% |
| YTD | +67.7% | -25.9% | +93.6% | +82.8% |
| 1Y | +131.4% | -13.0% | +144.4% | +135.2% |
| 3Y | +197.3% | -20.3% | +217.7% | +184.9% |
| All | +197.3% | -25.2% | +222.6% | +184.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling