+19.4%
MKSI vs VTR
+6.5%
+12.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +1.8% |
| 7D | +2.7% | -0.3% | +3.0% | +2.5% |
| 30D | -12.8% | +1.1% | -13.9% | -12.2% |
| 3M | -22.5% | +7.9% | -30.4% | -20.9% |
| 6M | +19.4% | +6.2% | +13.2% | +28.9% |
| All | +19.4% | +6.5% | +12.9% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 6mo: compounded portfolio wealth divided by compounded VTR 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…
6mo analysis · Full analysis span regression · 6 months rolling