+197.3%
MKSI vs RL
+202.0%
-4.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.6% |
| 7D | +2.7% | -3.4% | +6.1% | +5.2% |
| 30D | -12.8% | -14.4% | +1.6% | -2.8% |
| 3M | -22.5% | -13.6% | -8.9% | -15.0% |
| 6M | +19.4% | +0.6% | +18.8% | +14.8% |
| YTD | +67.7% | -3.6% | +71.3% | +65.8% |
| 1Y | +131.4% | +8.3% | +123.1% | +106.6% |
| 3Y | +197.3% | +204.8% | -7.5% | +19.2% |
| All | +197.3% | +202.0% | -4.7% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling