+131.4%
MKSI vs RBA
-27.6%
+159.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -12.8% | -2.9% | -9.9% | -12.2% |
| 3M | -22.5% | -20.9% | -1.6% | -18.7% |
| 6M | +19.4% | -17.7% | +37.1% | +23.3% |
| YTD | +67.7% | -18.2% | +85.9% | +74.4% |
| 1Y | +131.4% | -29.1% | +160.5% | +183.9% |
| All | +131.4% | -27.6% | +159.0% | +183.9% |
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