+157.0%
MKSI vs VMC
-8.5%
+165.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +3.9% |
| 7D | +1.8% | -4.3% | +6.1% | +3.6% |
| 30D | -16.8% | -8.2% | -8.5% | -13.8% |
| 3M | -21.1% | -7.0% | -14.1% | -20.0% |
| 6M | +10.8% | -10.8% | +21.6% | +14.7% |
| YTD | +63.3% | -7.4% | +70.7% | +57.3% |
| 1Y | +157.0% | -9.5% | +166.5% | +154.3% |
| All | +157.0% | -8.5% | +165.5% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling