+42.7%
MKSI vs RACE
+10.6%
+32.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.3% | -9.2% | -5.9% |
| 7D | -10.7% | +9.9% | -20.6% | -12.6% |
| 30D | -30.5% | +12.8% | -43.3% | -32.5% |
| 3M | -39.2% | +7.4% | -46.5% | -40.2% |
| 6M | -33.0% | +27.6% | -60.6% | -37.6% |
| YTD | +22.3% | +18.4% | +4.0% | +14.9% |
| 1Y | +42.7% | +9.5% | +33.2% | +34.4% |
| All | +42.7% | +10.6% | +32.1% | +34.4% |
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