+2,175.0%
MKSI vs VMC
+773.7%
+1,401.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | +4.9% | -3.7% | +8.6% | +6.7% |
| 30D | -11.0% | -12.8% | +1.8% | -5.2% |
| 3M | -17.1% | -7.9% | -9.2% | -14.6% |
| 6M | +16.4% | -7.5% | +23.9% | +19.5% |
| YTD | +64.3% | -11.6% | +75.9% | +71.7% |
| 1Y | +137.7% | -14.3% | +152.0% | +152.3% |
| 3Y | +189.1% | +18.5% | +170.6% | +165.6% |
| 5Y | +83.1% | +46.8% | +36.4% | +53.9% |
| 10Y | +509.4% | +153.2% | +356.1% | +280.5% |
| All | +2,175.0% | +773.7% | +1,401.3% | +643.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling