+198.2%
MKSI vs RACE
+38.2%
+159.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.4% |
| 7D | +6.6% | -2.6% | +9.3% | +7.9% |
| 30D | -8.2% | -1.1% | -7.1% | -8.0% |
| 3M | -16.4% | +12.5% | -28.9% | -21.8% |
| 6M | +23.0% | +17.4% | +5.5% | +12.0% |
| YTD | +68.2% | +10.1% | +58.1% | +57.2% |
| 1Y | +148.6% | -15.1% | +163.7% | +166.4% |
| All | +198.2% | +38.2% | +159.9% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling