+2,045.9%
MKSI vs VNQ
+386.3%
+1,659.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.6% |
| 7D | +2.7% | -1.3% | +4.0% | +3.6% |
| 30D | -12.8% | -2.6% | -10.2% | -11.3% |
| 3M | -22.5% | -2.0% | -20.5% | -22.2% |
| 6M | +19.4% | +4.3% | +15.1% | +15.0% |
| YTD | +67.7% | +9.2% | +58.5% | +56.8% |
| 1Y | +131.4% | +5.6% | +125.8% | +121.4% |
| 3Y | +197.3% | +30.8% | +166.5% | +150.7% |
| 5Y | +87.0% | +8.0% | +79.0% | +82.2% |
| 10Y | +522.1% | +63.7% | +458.4% | +374.1% |
| All | +2,045.9% | +386.3% | +1,659.6% | +605.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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