+216.4%
MKSI vs VLTO
+70.6%
+145.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -2.9% |
| 7D | +12.2% | +1.0% | +11.2% | +11.7% |
| 30D | -8.0% | +17.5% | -25.5% | -14.9% |
| 3M | -29.5% | +21.4% | -50.9% | -36.2% |
| 6M | -31.9% | +38.1% | -70.1% | -45.4% |
| YTD | +35.3% | +19.0% | +16.3% | +22.7% |
| 1Y | +50.3% | +20.7% | +29.6% | +33.5% |
| 3Y | +216.4% | +64.3% | +152.1% | +142.5% |
| All | +216.4% | +70.6% | +145.8% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling