-0.5%
VRT vs MKSI
+31.7%
-32.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.0% | -10.6% | -10.3% |
| 7D | +2.4% | +6.6% | -4.2% | -2.1% |
| 30D | -2.7% | -8.2% | +5.6% | +3.1% |
| 3M | -9.2% | -16.4% | +7.2% | +2.0% |
| 6M | -0.5% | +23.0% | -23.5% | -20.5% |
| All | -0.5% | +31.7% | -32.2% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling