+137.9%
VGT vs MKSI
+84.1%
+53.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.4% |
| 7D | -0.2% | +2.7% | -2.9% | -1.2% |
| 30D | -0.4% | -12.8% | +12.4% | +4.4% |
| 3M | +4.4% | -22.5% | +27.0% | +12.3% |
| 6M | +32.1% | +19.4% | +12.7% | +19.1% |
| YTD | +28.8% | +67.7% | -38.9% | +0.5% |
| 1Y | +35.3% | +131.4% | -96.1% | -8.7% |
| 3Y | +124.8% | +197.3% | -72.6% | +24.5% |
| All | +137.9% | +84.1% | +53.8% | +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 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