+210.8%
MKSI vs VLTO
+23.4%
+187.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.6% |
| 7D | +4.9% | -4.5% | +9.4% | +7.5% |
| 30D | -11.0% | -4.6% | -6.4% | -8.9% |
| 3M | -17.1% | +13.3% | -30.4% | -26.5% |
| 6M | +16.4% | +2.1% | +14.3% | +11.5% |
| YTD | +64.3% | -6.1% | +70.4% | +67.6% |
| 1Y | +137.7% | -11.4% | +149.1% | +154.9% |
| All | +210.8% | +23.4% | +187.4% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling