-38.0%
VG vs MKSI
+124.5%
-162.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.2% | +1.7% |
| 7D | -2.5% | +7.7% | -10.2% | -4.1% |
| 30D | +11.1% | -12.9% | +24.0% | +14.1% |
| 3M | +14.9% | -14.8% | +29.7% | +14.7% |
| 6M | +18.4% | +26.6% | -8.3% | -2.0% |
| YTD | +116.6% | +66.6% | +50.0% | +50.2% |
| 1Y | +9.4% | +144.6% | -135.2% | -39.1% |
| All | -38.0% | +124.5% | -162.5% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling