+377.4%
VT vs MKSI
+1,301.1%
-923.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.3% |
| 7D | +0.4% | +1.8% | -1.3% | -0.2% |
| 30D | +1.0% | -16.8% | +17.8% | +6.2% |
| 3M | +2.4% | -21.1% | +23.5% | +7.1% |
| 6M | +12.0% | +10.8% | +1.2% | +4.3% |
| YTD | +15.3% | +63.3% | -48.0% | -5.7% |
| 1Y | +22.6% | +157.0% | -134.4% | -14.7% |
| 3Y | +74.7% | +163.7% | -89.1% | +10.6% |
| 5Y | +66.1% | +82.0% | -15.8% | +13.2% |
| 10Y | +225.0% | +467.2% | -242.2% | +21.2% |
| All | +377.4% | +1,301.1% | -923.7% | -1.2% |
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