+157.0%
MKSI vs RNG
+144.7%
+12.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +3.9% |
| 7D | +1.8% | +5.8% | -4.0% | +2.3% |
| 30D | -16.8% | +19.6% | -36.4% | -15.5% |
| 3M | -21.1% | +67.0% | -88.1% | -17.2% |
| 6M | +10.8% | +88.4% | -77.5% | +15.4% |
| YTD | +63.3% | +155.5% | -92.2% | +62.5% |
| 1Y | +157.0% | +141.7% | +15.3% | +154.8% |
| All | +157.0% | +144.7% | +12.3% | +154.8% |
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