+218.2%
MKSI vs VLTO
+25.1%
+193.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +6.6% | -2.6% | +9.2% | +8.0% |
| 30D | -8.2% | -2.5% | -5.8% | -7.3% |
| 3M | -16.4% | +10.1% | -26.5% | -24.0% |
| 6M | +23.0% | +1.0% | +22.0% | +19.1% |
| YTD | +68.2% | -4.8% | +73.0% | +70.3% |
| 1Y | +148.6% | -9.3% | +157.9% | +162.2% |
| All | +218.2% | +25.1% | +193.1% | +177.9% |
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 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