+221.6%
VT vs MKSI
+511.3%
-289.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.3% |
| 7D | -2.0% | +4.9% | -6.9% | -3.2% |
| 30D | -1.4% | -11.0% | +9.5% | +1.1% |
| 3M | +4.7% | -17.1% | +21.8% | +7.4% |
| 6M | +11.4% | +16.4% | -5.1% | +4.0% |
| YTD | +13.1% | +64.3% | -51.2% | -4.1% |
| 1Y | +19.0% | +137.7% | -118.7% | -9.5% |
| 3Y | +73.9% | +189.1% | -115.2% | +17.0% |
| 5Y | +65.4% | +83.1% | -17.7% | +21.5% |
| All | +221.6% | +511.3% | -289.7% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling