+217.3%
MKSI vs VLTO
+24.3%
+193.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.7% |
| 7D | +2.7% | -2.3% | +5.0% | +4.0% |
| 30D | -12.8% | -2.7% | -10.1% | -11.8% |
| 3M | -22.5% | +14.0% | -36.6% | -31.5% |
| 6M | +19.4% | +3.3% | +16.1% | +13.4% |
| YTD | +67.7% | -5.4% | +73.1% | +70.5% |
| 1Y | +131.4% | -13.3% | +144.7% | +154.4% |
| All | +217.3% | +24.3% | +193.0% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling