+42.7%
MKSI vs RMBS
-18.2%
+60.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.0% | +1.0% | -1.9% |
| 7D | -10.7% | -8.9% | -1.7% | -6.2% |
| 30D | -30.5% | -24.8% | -5.7% | -19.7% |
| 3M | -39.2% | -17.6% | -21.6% | -33.1% |
| 6M | -33.0% | -25.7% | -7.4% | -22.1% |
| YTD | +22.3% | -9.8% | +32.1% | +20.3% |
| 1Y | +42.7% | -17.4% | +60.1% | +46.4% |
| All | +42.7% | -18.2% | +60.9% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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