+84.3%
MKSI vs VIG
+63.0%
+21.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +0.5% |
| 7D | +2.7% | -1.1% | +3.8% | +5.1% |
| 30D | -12.8% | -2.7% | -10.1% | -7.5% |
| 3M | -22.5% | +2.5% | -25.1% | -26.9% |
| 6M | +19.4% | +9.2% | +10.2% | -1.1% |
| YTD | +67.7% | +9.8% | +57.9% | +37.7% |
| 1Y | +131.4% | +12.4% | +119.0% | +82.1% |
| 3Y | +197.3% | +55.9% | +141.4% | +30.0% |
| All | +84.3% | +63.0% | +21.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling