+84.3%
MKSI vs VYM
+77.5%
+6.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +0.7% |
| 7D | +2.7% | -0.8% | +3.5% | +4.4% |
| 30D | -12.8% | -2.2% | -10.5% | -8.6% |
| 3M | -22.5% | +3.1% | -25.6% | -27.4% |
| 6M | +19.4% | +9.7% | +9.7% | -0.9% |
| YTD | +67.7% | +14.9% | +52.8% | +27.0% |
| 1Y | +131.4% | +17.6% | +113.8% | +68.2% |
| 3Y | +197.3% | +65.3% | +132.0% | +21.0% |
| All | +84.3% | +77.5% | +6.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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