+87.5%
MKSI vs RACE
+88.0%
-0.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.5% |
| 7D | +6.6% | -2.6% | +9.3% | +8.4% |
| 30D | -8.2% | -1.1% | -7.1% | -7.9% |
| 3M | -16.4% | +12.5% | -28.9% | -23.7% |
| 6M | +23.0% | +17.4% | +5.5% | +8.3% |
| YTD | +68.2% | +10.1% | +58.1% | +52.9% |
| 1Y | +148.6% | -15.1% | +163.7% | +168.1% |
| 3Y | +196.0% | +38.9% | +157.0% | +101.5% |
| All | +87.5% | +88.0% | -0.5% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling