-39.3%
VG vs MKSI
+120.1%
-159.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.3% |
| 7D | +1.7% | +1.8% | -0.1% | +1.2% |
| 30D | +16.0% | -16.8% | +32.8% | +20.1% |
| 3M | +9.7% | -21.1% | +30.8% | +11.9% |
| 6M | +29.6% | +10.8% | +18.7% | +13.0% |
| YTD | +112.0% | +63.3% | +48.7% | +47.7% |
| 1Y | +12.8% | +157.0% | -144.2% | -39.3% |
| All | -39.3% | +120.1% | -159.4% | -60.8% |
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