+1,238.7%
VUG vs MKSI
+1,309.3%
-70.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +0.1% | +6.6% | -6.5% | -1.9% |
| 30D | -1.7% | -8.2% | +6.5% | +0.6% |
| 3M | +2.8% | -16.4% | +19.2% | +5.9% |
| 6M | +13.6% | +23.0% | -9.4% | +2.6% |
| YTD | +8.1% | +68.2% | -60.1% | -12.6% |
| 1Y | +13.1% | +148.6% | -135.5% | -20.6% |
| 3Y | +87.0% | +196.0% | -109.0% | +15.4% |
| 5Y | +76.0% | +87.4% | -11.4% | +21.6% |
| 10Y | +420.5% | +523.8% | -103.3% | +122.6% |
| All | +1,238.7% | +1,309.3% | -70.6% | +280.5% |
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