+131.4%
MKSI vs RL
+8.8%
+122.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.7% |
| 7D | +2.7% | -3.4% | +6.1% | +4.4% |
| 30D | -12.8% | -14.4% | +1.6% | -6.0% |
| 3M | -22.5% | -13.6% | -8.9% | -17.3% |
| 6M | +19.4% | +0.6% | +18.8% | +15.3% |
| YTD | +67.7% | -3.6% | +71.3% | +64.8% |
| 1Y | +131.4% | +8.3% | +123.1% | +101.8% |
| All | +131.4% | +8.8% | +122.6% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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