+5.2%
VUG vs MKSI
+40.1%
-34.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +2.3% |
| 7D | -3.0% | -10.7% | +7.7% | -1.3% |
| 30D | -6.4% | -30.5% | +24.1% | -1.2% |
| 3M | -3.2% | -39.2% | +36.0% | +4.1% |
| 6M | +3.1% | -33.0% | +36.1% | +7.5% |
| YTD | +6.3% | +22.3% | -16.0% | +1.0% |
| 1Y | +5.2% | +42.7% | -37.5% | -1.8% |
| All | +5.2% | +40.1% | -34.9% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling