+2,545.5%
VRT vs MKSI
+207.0%
+2,338.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.0% | -10.6% | -10.1% |
| 7D | +2.4% | +6.6% | -4.2% | -1.0% |
| 30D | -2.7% | -8.2% | +5.6% | +1.7% |
| 3M | -9.2% | -16.4% | +7.2% | -0.7% |
| 6M | -0.5% | +23.0% | -23.5% | -10.5% |
| YTD | +62.3% | +68.2% | -5.8% | +25.0% |
| 1Y | +109.6% | +148.6% | -39.0% | +32.3% |
| 3Y | +573.1% | +196.0% | +377.1% | +288.7% |
| 5Y | +953.6% | +87.4% | +866.3% | +600.8% |
| All | +2,545.5% | +207.0% | +2,338.5% | +1,372.3% |
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