+42.7%
MKSI vs RNG
+179.4%
-136.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -5.0% |
| 7D | -10.7% | -9.6% | -1.1% | -11.7% |
| 30D | -30.5% | -1.4% | -29.1% | -30.6% |
| 3M | -39.2% | +28.8% | -67.9% | -36.7% |
| 6M | -33.0% | +65.6% | -98.6% | -26.6% |
| YTD | +22.3% | +171.4% | -149.1% | +32.8% |
| 1Y | +42.7% | +185.3% | -142.6% | +48.9% |
| All | +42.7% | +179.4% | -136.7% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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