+360.8%
VT vs MKSI
+1,038.9%
-678.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.0% | -7.4% | -0.4% |
| 7D | +0.4% | +7.7% | -7.3% | -2.2% |
| 30D | -2.6% | -20.0% | +17.4% | +3.3% |
| 3M | -3.2% | -30.6% | +27.3% | +6.3% |
| 6M | +0.9% | -32.3% | +33.3% | +8.9% |
| YTD | +11.3% | +32.8% | -21.5% | -4.4% |
| 1Y | +14.0% | +37.3% | -23.3% | -3.4% |
| 3Y | +75.8% | +219.2% | -143.4% | +2.2% |
| 5Y | +57.8% | +36.1% | +21.7% | +16.6% |
| 10Y | +219.8% | +354.2% | -134.4% | +26.3% |
| All | +360.8% | +1,038.9% | -678.1% | +0.2% |
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