+43.6%
MKSI vs VT
+59.8%
-16.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.7% | +3.2% |
| 7D | +15.9% | -0.7% | +16.6% | +18.6% |
| 30D | -9.6% | -1.7% | -7.8% | -4.8% |
| 3M | -23.2% | -2.3% | -20.9% | -17.9% |
| 6M | -29.2% | +1.5% | -30.7% | -28.8% |
| YTD | +41.8% | +12.0% | +29.8% | +15.3% |
| 1Y | +48.7% | +12.9% | +35.8% | +19.6% |
| 3Y | +225.3% | +74.9% | +150.3% | +17.5% |
| 5Y | +43.6% | +59.9% | -16.4% | -34.4% |
| All | +43.6% | +59.8% | -16.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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