+42.7%
MKSI vs VLTO
+18.3%
+24.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -4.6% |
| 7D | -10.7% | +13.8% | -24.5% | -3.2% |
| 30D | -30.5% | +21.2% | -51.7% | -22.1% |
| 3M | -39.2% | +21.5% | -60.7% | -31.4% |
| 6M | -33.0% | +33.0% | -66.0% | -23.1% |
| YTD | +22.3% | +17.8% | +4.5% | +42.3% |
| 1Y | +42.7% | +18.1% | +24.6% | +66.9% |
| All | +42.7% | +18.3% | +24.4% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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