+916.4%
VRT vs MKSI
+81.7%
+834.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.3% | -4.1% |
| 7D | -7.7% | +4.9% | -12.6% | -10.5% |
| 30D | -12.0% | -11.0% | -1.0% | -5.2% |
| 3M | -11.7% | -17.1% | +5.4% | -1.4% |
| 6M | -8.1% | +16.4% | -24.5% | -18.0% |
| YTD | +53.2% | +64.3% | -11.1% | +9.1% |
| 1Y | +81.7% | +137.7% | -56.1% | +0.3% |
| 3Y | +535.3% | +189.1% | +346.2% | +198.1% |
| 5Y | +916.4% | +83.1% | +833.2% | +508.9% |
| All | +916.4% | +81.7% | +834.7% | +508.9% |
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