+157.0%
MKSI vs RBA
-26.5%
+183.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +3.9% | +4.2% |
| 7D | +1.8% | -2.9% | +4.7% | +2.5% |
| 30D | -16.8% | -12.3% | -4.5% | -13.9% |
| 3M | -21.1% | -20.5% | -0.6% | -17.2% |
| 6M | +10.8% | -18.5% | +29.4% | +15.1% |
| YTD | +63.3% | -18.2% | +81.6% | +69.7% |
| 1Y | +157.0% | -27.5% | +184.5% | +204.9% |
| All | +157.0% | -26.5% | +183.5% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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