+157.0%
MKSI vs RACE
-16.2%
+173.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.6% |
| 7D | +1.8% | -2.5% | +4.3% | +2.3% |
| 30D | -16.8% | +0.8% | -17.6% | -16.9% |
| 3M | -21.1% | +17.2% | -38.3% | -23.9% |
| 6M | +10.8% | +13.6% | -2.7% | +6.6% |
| YTD | +63.3% | +12.2% | +51.1% | +57.1% |
| 1Y | +157.0% | -16.3% | +173.2% | +161.7% |
| All | +157.0% | -16.2% | +173.2% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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