+514.9%
MKSI vs VMC
+156.6%
+358.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.6% |
| 7D | +2.7% | -3.8% | +6.5% | +4.9% |
| 30D | -12.8% | -9.7% | -3.1% | -7.7% |
| 3M | -22.5% | -9.6% | -12.9% | -18.9% |
| 6M | +19.4% | -4.8% | +24.2% | +20.9% |
| YTD | +67.7% | -10.9% | +78.6% | +75.5% |
| 1Y | +131.4% | -15.6% | +147.0% | +150.2% |
| 3Y | +197.3% | +19.3% | +178.0% | +164.9% |
| 5Y | +87.0% | +48.0% | +39.0% | +49.0% |
| All | +514.9% | +156.6% | +358.3% | +281.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling