+514.9%
MKSI vs RMBS
+566.4%
-51.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +0.9% |
| 7D | +2.7% | +1.8% | +0.9% | +1.5% |
| 30D | -12.8% | -13.9% | +1.1% | -3.8% |
| 3M | -22.5% | -39.8% | +17.3% | +7.9% |
| 6M | +19.4% | -6.0% | +25.4% | +15.2% |
| YTD | +67.7% | -5.4% | +73.1% | +53.8% |
| 1Y | +131.4% | -1.8% | +133.2% | +100.3% |
| 3Y | +197.3% | +53.7% | +143.7% | +67.6% |
| 5Y | +87.0% | +268.5% | -181.6% | -49.7% |
| All | +514.9% | +566.4% | -51.5% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling