+349.1%
VT vs MKSI
+934.9%
-585.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -2.4% |
| 7D | -2.3% | -4.8% | +2.5% | -1.2% |
| 30D | -5.0% | -29.6% | +24.7% | +4.8% |
| 3M | -4.9% | -33.9% | +29.1% | +6.1% |
| 6M | -1.5% | -34.4% | +32.9% | +7.2% |
| YTD | +8.5% | +20.6% | -12.2% | -4.0% |
| 1Y | +11.4% | +24.4% | -13.0% | -2.7% |
| 3Y | +70.1% | +189.2% | -119.2% | +1.9% |
| 5Y | +53.7% | +24.5% | +29.2% | +16.7% |
| 10Y | +220.0% | +327.6% | -107.6% | +28.2% |
| All | +349.1% | +934.9% | -585.8% | +0.6% |
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