+169.7%
VEA vs MKSI
+1,338.8%
-1,169.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.5% |
| 7D | -1.5% | +2.7% | -4.1% | -2.2% |
| 30D | -0.8% | -12.8% | +12.0% | +2.8% |
| 3M | +2.5% | -22.5% | +25.0% | +7.9% |
| 6M | +11.1% | +19.4% | -8.3% | +2.3% |
| YTD | +17.2% | +67.7% | -50.6% | -3.3% |
| 1Y | +24.5% | +131.4% | -106.9% | -8.0% |
| 3Y | +75.4% | +197.3% | -121.9% | +10.1% |
| 5Y | +61.1% | +87.0% | -25.9% | +11.3% |
| 10Y | +163.1% | +522.1% | -359.0% | -1.2% |
| All | +169.7% | +1,338.8% | -1,169.1% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 all: compounded portfolio wealth divided by compounded MKSI 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…
all analysis · Full analysis span regression · 6 months rolling