+157.0%
MKSI vs RMBS
+16.3%
+140.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +2.9% | +3.6% |
| 7D | +1.8% | -0.3% | +2.1% | +2.0% |
| 30D | -16.8% | -12.2% | -4.6% | -11.2% |
| 3M | -21.1% | -49.5% | +28.4% | +6.2% |
| 6M | +10.8% | -7.1% | +18.0% | +12.0% |
| YTD | +63.3% | -7.0% | +70.3% | +59.1% |
| 1Y | +157.0% | +13.3% | +143.6% | +135.8% |
| All | +157.0% | +16.3% | +140.7% | +135.8% |
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