+84.3%
MKSI vs VTRS
+47.1%
+37.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.7% |
| 7D | +2.7% | -2.2% | +4.9% | +3.7% |
| 30D | -12.8% | +3.3% | -16.1% | -14.1% |
| 3M | -22.5% | +2.0% | -24.5% | -24.0% |
| 6M | +19.4% | +19.9% | -0.6% | +8.1% |
| YTD | +67.7% | +35.7% | +32.0% | +42.6% |
| 1Y | +131.4% | +68.1% | +63.3% | +75.8% |
| 3Y | +197.3% | +87.1% | +110.2% | +106.3% |
| All | +84.3% | +47.1% | +37.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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