+42.7%
MKSI vs RBA
-2.0%
+44.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.1% | -7.1% | -5.2% |
| 7D | -10.7% | +12.7% | -23.3% | -12.1% |
| 30D | -30.5% | +15.5% | -46.0% | -31.9% |
| 3M | -39.2% | -14.0% | -25.1% | -36.0% |
| 6M | -33.0% | -8.8% | -24.2% | -31.2% |
| YTD | +22.3% | -6.9% | +29.2% | +24.8% |
| 1Y | +42.7% | -3.0% | +45.7% | +46.7% |
| All | +42.7% | -2.0% | +44.7% | +46.7% |
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