+1,058.8%
MKSI vs RNG
+301.7%
+757.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +2.7% | -6.1% | +8.8% | +4.4% |
| 30D | -12.8% | +9.6% | -22.4% | -15.4% |
| 3M | -22.5% | +83.3% | -105.8% | -36.8% |
| 6M | +19.4% | +77.9% | -58.5% | -4.3% |
| YTD | +67.7% | +139.9% | -72.2% | +18.3% |
| 1Y | +131.4% | +121.7% | +9.7% | +66.8% |
| 3Y | +197.3% | +121.9% | +75.5% | +105.4% |
| 5Y | +87.0% | -68.4% | +155.3% | +102.0% |
| 10Y | +522.1% | +220.0% | +302.0% | +240.0% |
| All | +1,058.8% | +301.7% | +757.1% | +488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling