+812.9%
VOO vs MKSI
+1,704.4%
-891.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -2.0% | +4.9% | -6.9% | -3.3% |
| 30D | -1.7% | -11.0% | +9.3% | +1.1% |
| 3M | +4.7% | -17.1% | +21.8% | +7.5% |
| 6M | +12.6% | +16.4% | -3.9% | +4.2% |
| YTD | +11.8% | +64.3% | -52.5% | -7.1% |
| 1Y | +17.5% | +137.7% | -120.2% | -13.3% |
| 3Y | +77.0% | +189.1% | -112.1% | +14.3% |
| 5Y | +82.6% | +83.1% | -0.6% | +29.7% |
| 10Y | +320.0% | +509.4% | -189.4% | +77.9% |
| All | +812.9% | +1,704.4% | -891.5% | +165.5% |
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