+215.2%
MKSI vs VLTO
+26.2%
+189.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | +7.7% | -1.6% | +9.3% | +8.6% |
| 30D | -12.9% | -2.9% | -10.0% | -11.7% |
| 3M | -14.8% | +12.7% | -27.5% | -23.8% |
| 6M | +26.6% | +1.6% | +25.1% | +22.4% |
| YTD | +66.6% | -4.0% | +70.6% | +67.9% |
| 1Y | +144.6% | -10.2% | +154.7% | +161.3% |
| All | +215.2% | +26.2% | +189.0% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling