+131.4%
MKSI vs RMD
-18.7%
+150.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.0% |
| 7D | +2.7% | -4.4% | +7.1% | +2.3% |
| 30D | -12.8% | -3.1% | -9.7% | -12.8% |
| 3M | -22.5% | +13.8% | -36.3% | -24.5% |
| 6M | +19.4% | -8.6% | +28.0% | +32.6% |
| YTD | +67.7% | -8.6% | +76.4% | +82.7% |
| 1Y | +131.4% | -19.7% | +151.1% | +187.5% |
| All | +131.4% | -18.7% | +150.1% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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