+2,206.8%
MKSI vs RBA
+2,142.1%
+64.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.7% |
| 7D | +7.7% | -1.1% | +8.8% | +8.1% |
| 30D | -12.9% | -13.2% | +0.3% | -8.6% |
| 3M | -14.8% | -21.4% | +6.5% | -7.9% |
| 6M | +26.6% | -20.9% | +47.5% | +36.4% |
| YTD | +66.6% | -19.9% | +86.4% | +77.8% |
| 1Y | +144.6% | -28.7% | +173.2% | +171.8% |
| 3Y | +193.1% | +27.4% | +165.7% | +163.1% |
| 5Y | +88.6% | +41.7% | +46.9% | +59.6% |
| 10Y | +490.9% | +189.6% | +301.3% | +282.6% |
| All | +2,206.8% | +2,142.1% | +64.7% | +743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling