+414.3%
VUG vs MKSI
+524.1%
-109.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | -0.5% | +2.7% | -3.2% | -1.3% |
| 30D | -1.0% | -12.8% | +11.8% | +2.9% |
| 3M | +3.5% | -22.5% | +26.0% | +9.3% |
| 6M | +14.2% | +19.4% | -5.2% | +3.9% |
| YTD | +8.5% | +67.7% | -59.2% | -12.6% |
| 1Y | +12.9% | +131.4% | -118.5% | -19.5% |
| 3Y | +85.6% | +197.3% | -111.7% | +12.3% |
| 5Y | +78.1% | +87.0% | -8.8% | +21.6% |
| All | +414.3% | +524.1% | -109.8% | +129.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling