+713.1%
MKSI vs RACE
+647.6%
+65.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.5% |
| 7D | +1.8% | -2.5% | +4.3% | +3.4% |
| 30D | -16.8% | +0.8% | -17.6% | -17.4% |
| 3M | -21.1% | +17.2% | -38.3% | -29.4% |
| 6M | +10.8% | +13.6% | -2.7% | +0.5% |
| YTD | +63.3% | +12.2% | +51.1% | +47.5% |
| 1Y | +157.0% | -16.3% | +173.2% | +175.8% |
| 3Y | +163.7% | +36.4% | +127.3% | +100.1% |
| 5Y | +82.0% | +95.0% | -13.0% | +9.5% |
| 10Y | +467.2% | +813.2% | -346.0% | +84.6% |
| All | +713.1% | +647.6% | +65.5% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling