+84.3%
MKSI vs RMBS
+265.4%
-181.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +0.9% |
| 7D | +2.7% | +1.8% | +0.9% | +1.6% |
| 30D | -12.8% | -13.9% | +1.1% | -4.4% |
| 3M | -22.5% | -39.8% | +17.3% | +5.4% |
| 6M | +19.4% | -6.0% | +25.4% | +15.9% |
| YTD | +67.7% | -5.4% | +73.1% | +55.1% |
| 1Y | +131.4% | -1.8% | +133.2% | +102.8% |
| 3Y | +197.3% | +53.7% | +143.7% | +73.8% |
| All | +84.3% | +265.4% | -181.1% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling