+84.3%
MKSI vs VO
+42.1%
+42.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +0.5% |
| 7D | +2.7% | -1.5% | +4.2% | +5.8% |
| 30D | -12.8% | -3.0% | -9.8% | -7.2% |
| 3M | -22.5% | +2.8% | -25.3% | -25.9% |
| 6M | +19.4% | +10.9% | +8.5% | -0.1% |
| YTD | +67.7% | +12.5% | +55.3% | +37.0% |
| 1Y | +131.4% | +12.0% | +119.4% | +92.3% |
| 3Y | +197.3% | +56.3% | +141.0% | +49.3% |
| All | +84.3% | +42.1% | +42.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling