+67.8%
VTV vs MKSI
+190.8%
-123.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -1.1% | +2.7% | -3.8% | -1.4% |
| 30D | -1.0% | -12.8% | +11.8% | +0.5% |
| 3M | +4.6% | -22.5% | +27.2% | +6.8% |
| 6M | +13.5% | +19.4% | -5.9% | +8.7% |
| YTD | +18.5% | +67.7% | -49.2% | +7.8% |
| 1Y | +22.9% | +131.4% | -108.5% | +6.0% |
| 3Y | +67.8% | +197.3% | -129.5% | +30.3% |
| All | +67.8% | +190.8% | -123.0% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling