+2,222.5%
MKSI vs RIO
+2,910.2%
-687.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +2.7% | -3.2% | +5.9% | +4.1% |
| 30D | -12.8% | +0.9% | -13.7% | -13.3% |
| 3M | -22.5% | -1.4% | -21.1% | -22.1% |
| 6M | +19.4% | +10.9% | +8.5% | +14.7% |
| YTD | +67.7% | +31.2% | +36.5% | +50.3% |
| 1Y | +131.4% | +67.9% | +63.5% | +87.9% |
| 3Y | +197.3% | +88.8% | +108.5% | +132.6% |
| 5Y | +87.0% | +93.1% | -6.1% | +41.5% |
| 10Y | +522.1% | +593.0% | -70.9% | +193.2% |
| All | +2,222.5% | +2,910.2% | -687.7% | +339.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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