+2,206.8%
MKSI vs RL
+2,257.9%
-51.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.5% |
| 7D | +7.7% | +1.9% | +5.9% | +6.8% |
| 30D | -12.9% | -12.2% | -0.7% | -8.0% |
| 3M | -14.8% | -6.6% | -8.2% | -12.7% |
| 6M | +26.6% | +3.2% | +23.5% | +23.6% |
| YTD | +66.6% | -1.3% | +67.9% | +65.5% |
| 1Y | +144.6% | +13.6% | +131.0% | +128.7% |
| 3Y | +193.1% | +210.9% | -17.7% | +82.3% |
| 5Y | +88.6% | +246.9% | -158.3% | +11.4% |
| 10Y | +490.9% | +310.1% | +180.8% | +199.3% |
| All | +2,206.8% | +2,257.9% | -51.1% | +515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling