+514.9%
MKSI vs RBA
+206.5%
+308.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +0.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -12.8% | -2.9% | -9.9% | -11.9% |
| 3M | -22.5% | -20.9% | -1.6% | -15.0% |
| 6M | +19.4% | -17.7% | +37.1% | +28.3% |
| YTD | +67.7% | -18.2% | +85.9% | +79.6% |
| 1Y | +131.4% | -29.1% | +160.5% | +164.5% |
| 3Y | +197.3% | +29.5% | +167.8% | +155.9% |
| 5Y | +87.0% | +40.2% | +46.7% | +50.0% |
| All | +514.9% | +206.5% | +308.5% | +239.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling