+197.3%
MKSI vs RBA
+29.8%
+167.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.2% |
| 6M | +19.4% | -17.7% | +37.1% | +27.6% |
| YTD | +67.7% | -18.2% | +85.9% | +78.1% |
| 1Y | +131.4% | -29.1% | +160.5% | +166.7% |
| 3Y | +197.3% | +29.5% | +167.8% | +168.0% |
| All | +197.3% | +29.8% | +167.5% | +168.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling